bshift: Backshift Operator

Description Usage Arguments See Also Examples

View source: R/misc.R

Description

Apply the backshift operator or lag operator to a time series objective.

Usage

1
bshift(x, k = 1)

Arguments

x

univariate or multivariate time series.

k

number of lags.

See Also

lag, zlag

Examples

1
2
x <- arima.sim(model = list(ar = 0.8, sd = 0.5), n = 120)
bshift(x, k = 12)

Example output

              [,1]
  [1,]          NA
  [2,]          NA
  [3,]          NA
  [4,]          NA
  [5,]          NA
  [6,]          NA
  [7,]          NA
  [8,]          NA
  [9,]          NA
 [10,]          NA
 [11,]          NA
 [12,]          NA
 [13,] -2.18318104
 [14,] -1.60599805
 [15,]  0.57250510
 [16,]  2.33726301
 [17,]  3.71872639
 [18,]  2.95360337
 [19,]  2.40248569
 [20,]  2.00582328
 [21,]  1.93449744
 [22,]  1.66797352
 [23,]  0.40899351
 [24,] -0.32579290
 [25,] -0.33986825
 [26,]  1.38696638
 [27,]  0.62383254
 [28,]  0.49025791
 [29,]  0.81958538
 [30,]  1.80747579
 [31,]  2.22544624
 [32,]  2.80608556
 [33,]  2.13187589
 [34,]  1.04206172
 [35,]  0.87702205
 [36,]  1.46078087
 [37,]  0.15473065
 [38,]  0.82961694
 [39,]  1.03343973
 [40,]  1.47215711
 [41,]  1.64630979
 [42,] -0.28369661
 [43,] -1.91414214
 [44,] -1.73755857
 [45,] -0.72334555
 [46,]  0.58123724
 [47,]  1.03117531
 [48,]  0.57022823
 [49,] -0.25064136
 [50,] -0.64454459
 [51,] -0.92999483
 [52,]  0.74625054
 [53,]  1.04748120
 [54,] -0.53071951
 [55,] -0.48852515
 [56,]  0.33433034
 [57,] -1.04402792
 [58,] -1.55169905
 [59,] -0.73650648
 [60,] -1.11569181
 [61,] -0.80506108
 [62,]  0.06457611
 [63,] -0.47448222
 [64,] -0.58612231
 [65,] -0.20746806
 [66,] -0.03372233
 [67,]  0.23717528
 [68,] -1.27228297
 [69,] -1.34876012
 [70,]  0.08455861
 [71,] -0.14193670
 [72,] -0.28586031
 [73,]  0.11568100
 [74,]  0.23761065
 [75,] -0.92246662
 [76,]  0.26314651
 [77,]  1.44596655
 [78,]  1.30441727
 [79,]  1.26739823
 [80,]  1.51891162
 [81,]  1.29757629
 [82,] -0.48789139
 [83,] -0.05925607
 [84,] -0.96657998
 [85,] -0.67014797
 [86,] -0.84398656
 [87,] -0.71434494
 [88,]  0.13409992
 [89,] -0.14917443
 [90,] -1.41320873
 [91,] -0.95782678
 [92,] -0.28670061
 [93,] -1.78581485
 [94,] -1.35658646
 [95,] -1.43860652
 [96,] -0.67215397
 [97,] -1.22741100
 [98,] -1.59174838
 [99,] -0.54899642
[100,] -0.24597577
[101,] -0.59091518
[102,] -0.41681240
[103,] -0.13474135
[104,] -0.20820380
[105,]  1.30244430
[106,]  1.31687794
[107,]  0.53866230
[108,]  0.07633814
[109,] -0.98207663
[110,] -1.44531280
[111,] -2.40799202
[112,] -1.14729333
[113,] -1.13828526
[114,] -1.48512388
[115,] -1.49775939
[116,] -2.33596451
[117,] -2.20870498
[118,] -3.80330510
[119,] -1.77646418
[120,] -1.61075972

ZIM documentation built on May 2, 2019, 7:01 a.m.