lag {stats} R Documentation

## Lag a Time Series

### Description

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.

### Usage

lag(x, ...)

## Default S3 method:
lag(x, k = 1, ...)


### Arguments

 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.

### Details

Vector or matrix arguments x are given a tsp attribute via hasTsp.

### Value

A time series object with the same class as x.

### Note

Note the sign of k: a series lagged by a positive k starts earlier.

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

diff, deltat
lag(ldeaths, 12) # starts one year earlier