lag {stats} | R Documentation |
Compute a lagged version of a time series, shifting the time base back by a given number of observations.
lag
is a generic function; this page documents its default
method.
lag(x, ...) ## Default S3 method: lag(x, k = 1, ...)
x |
A vector or matrix or univariate or multivariate time series |
k |
The number of lags (in units of observations). |
... |
further arguments to be passed to or from methods. |
Vector or matrix arguments x
are given a tsp
attribute
via hasTsp
.
A time series object with the same class as x
.
Note the sign of k
: a series lagged by a positive k
starts earlier.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
lag(ldeaths, 12) # starts one year earlier