Lag a Time Series
Usage
lag(x, ...)
lag.default(x, k=1)
Arguments
x
|
A vector or matrix or univariate or multivariate time series
|
k
|
The number of lags (in units of observations).
|
...
|
Arguments for future methods.
|
Description
Computed a lagged version of a time series, shifting the time base
back by k
observations.Details
Vector or matrix arguments x
are coerced to time series.Value
A time series object.Note
Note the sign of k
: a series lagged by a positive k
starts earlier.Author(s)
B.D. RipleySee Also
diff
, deltat
Examples
data(UKLungDeaths)
lag(ldeaths, 12) # starts one year earlier