matrix-tslag: Lagged or leading vector/matrix

In fBasics: Rmetrics - Markets and Basic Statistics

Lagged or leading vector/matrix

Description

Creates a lagged or leading vector/matrix of selected order(s).

Usage

tslag(x, k = 1, trim = FALSE)

Arguments

k	an integer value, the number of positions the new series is to lag or to lead the input series.
x	a numeric vector or matrix, missing values are allowed.
trim	a logical flag, if TRUE, the missing values at the beginning ans/or end of the returned series will be trimmed. The default value is FALSE.

See Also

pdl

Examples

## tslag -

fBasics documentation built on Nov. 3, 2023, 5:10 p.m.