lag {ts}

R Documentation

Lag a Time Series

Description

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

Usage

## 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 coerced to time series.

lag is a generic function; this page documents its default method.

Value

A time series object.

Note

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

Author(s)

B.D. Ripley

See Also

diff, deltat

Examples

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