R: Lag a Time Series

lag {stats}

R Documentation

Lag a Time Series

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

[Package stats version 4.4.1 Index]