lshift: Take lag transformation of a series
In dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models
lshift R Documentation
Take lag transformation of a series
Description
Take lag transformation of a series
Usage
lshift(x, l)
Arguments
x
a series to be lagged
l
the number of lags
Details
lshift assumes that the series are ordered, that there is no missing data, and that the time intervals are even
Value
the lagged series
Author(s)
Soren Jordan and Andrew Q. Philips
Examples
x.var <- runif(50)
l.1.x.var <- lshift(x.var, 1)
l.2.x.var <- lshift(x.var, 2)
head(x.var)
head(l.1.x.var)
head(l.2.x.var)
dynamac documentation built on Nov. 18, 2022, 1:07 a.m.
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| lshift | R Documentation |
Take lag transformation of a series
Description
Take lag transformation of a series
Usage
lshift(x, l)
Arguments
x |
a series to be lagged |
l |
the number of lags |
Details
lshift assumes that the series are ordered, that there is no missing data, and that the time intervals are even
Value
the lagged series
Author(s)
Soren Jordan and Andrew Q. Philips
Examples
x.var <- runif(50) l.1.x.var <- lshift(x.var, 1) l.2.x.var <- lshift(x.var, 2) head(x.var) head(l.1.x.var) head(l.2.x.var)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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