shift: Create a Shifted Time Series

In splusTimeSeries: Time Series from S-PLUS

Create a Shifted Time Series

Description

Returns a time series like the input but shifted in time.

Usage

shift(x, k=1)

Arguments

x	a univariate or multivariate regular time series. Missing values (NAs) are allowed.
k	the number of positions the input series is to lead the new series. That is, the resulting series is shifted forwards in time; negative values lag the series backwards in time. Non-integer values of k are rounded to the nearest integer.

Details

shift is a generic function. Its default method calls lag(x,-k).

shift also has a method for series objects, which works for both timeSeries and signalSeries objects.

• To align the times of several new-style time series, use seriesMerge.

• To align the times of several old-style time series, use ts.intersect or ts.union.

• To compute a lagged/leading series with same time position but shifted data slot, use seriesLag. (seriesLag also works for both timeSeries and signalSeries objects.)

Value

returns a time series with the same data as x, but with positions lagged by k steps.

Note

The shift function replaces the lag function, which illogically had the opposite sign of shifting. (The lag function has been retained only because it is used in other functions.)

See Also

seriesMerge, lag, lag.plot, ts.intersect, ts.union.

Examples

x <- signalSeries(data=data.frame(a=1:10, b=letters[1:10]), positions=1:10)
x5 <- shift(x,5)
seriesMerge(x, x5, pos="union")

splusTimeSeries documentation built on July 8, 2022, 1:06 a.m.