gLag: Lag a series

Description Usage Arguments Value Author(s) See Also

View source: R/gLag.R

Description

A wrapper to the glag function in the lgarch package.

Usage

1
gLag(y, k=1, na.value=NA)

Arguments

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

Value

the lagged vector, time series or zoo object

Author(s)

Genaro Sucarrat (http://www.sucarrat.net/)

See Also

glag


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