R: Lag a Time Series

lag {ts}

R Documentation

Lag a Time Series

Computed a lagged version of a time series, shifting the time base back by k observations.

lag(x, ...)
lag.default(x, k=1)

x

A vector or matrix or univariate or multivariate time series

k

The number of lags (in units of observations).

...

Arguments for future methods.

Vector or matrix arguments x are coerced to time series.

A time series object.

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

B.D. Ripley

data(UKLungDeaths)
lag(ldeaths, 12) # starts one year earlier