glag: Lag a vector or a matrix, with special treatment of 'zoo'...

In garchx: Flexible and Robust GARCH-X Modelling

Lag a vector or a matrix, with special treatment of zoo objects

Description

Similar to the lag function from the stats package, but glag enables padding (e.g. NAs or 0s) of the lost entries. Contrary to the lag function in the stats package, however, the default in glag is to pad (with NAs). The glag is particularly suited for zoo objects, since their indexing is retained

Usage

glag(x, k = 1, pad = TRUE, pad.value = NA)

Arguments

x	a numeric vector or matrix
k	integer equal to the lag (the default is 1)
pad	logical. If TRUE (default), then the lost entries are padded with pad.value. If FALSE, then no padding is undertaken
pad.value	the pad-value

Value

A vector or matrix with the lagged values

Note

Empty

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

lag, gdiff, diff

Examples

##lag series with NA for the missing entries:
x <- rnorm(5)
glag(x)

##lag series with no padding:
x <- rnorm(5)
glag(x, pad=FALSE)

##lag series and retain the original zoo-index ordering:
x <- as.zoo(rnorm(5))
glag(x)

##lag two periods:
glag(x, k=2)

garchx documentation built on Sept. 13, 2022, 5:06 p.m.