Description Usage Arguments Value Author(s) See Also
A wrapper to the glag
function in the lgarch
package.
1 |
y |
numeric vector, time-series or zoo object |
k |
integer equal to or greater than 1. Default: k=1 |
na.value |
the value to replace the lost values with. Default: na.replace=NA |
the lagged vector, time series or zoo object
Genaro Sucarrat (http://www.sucarrat.net/)
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