# lags: Lag a Time Series In tis: Time Indexes and Time Indexed Series

## Description

`lag` creates a lagged version of a time series, shifting the time base forward by a given number of observations. `Lag` does exactly the opposite, shifting the time base backwards by the given number of observations. `lag` and `Lag` create a single lagged series, while `lags` and `Lags` can create a multivariate series with several lags at once.

## Usage

 ```1 2 3 4 5 6``` ```## S3 method for class 'tis' lag(x, k = 1, ...) Lag(x, k = 1, ...) lags(x, lags, name = "") Lags(x, lags, name = "") ```

## Arguments

 `x` A vector or matrix or univariate or multivariate time series (including `tis` series) `k` The number of lags. For `lag`, this is the number of time periods that the series is shifted forward, while for `Lag` it is the number of periods that the series is shifted backwards. `...` further arguments to be passed to or from methods `lags` vector of lag numbers. For code `lags`, each element gives a number of periods by which `x` is to be shifted forward, while for `Lags`, each element gives a number of periods by which `x` is to be shifted backwards. `name` string or a character vector of names to be used in constructing column names for the returned series

## Details

Vector or matrix arguments 'x' are coerced to time series.

For `lags`, column names are constructed as follows: If `name` is supplied and has as many elements as `x` has columns, those names are used as the base column names. Otherwise the column names of `x` comprise the base column names, or if those don't exist, the first `ncols(x)` letters of the alphabet are used as base names. Each column of the returned series has a name consisting of the basename plus a suffix indicating the lag number for that column.

## Value

Both functions return a time series (`ts` or `tis`) object. If the `lags` argument to the `lags` function argument has more than one element, the returned object will have a column for each lag, with `NA`'s filling in where appropriate.

tis documentation built on Dec. 23, 2017, 5:31 p.m.