Lag a Time Series
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
Lag create a single lagged
Lags can create a multivariate
series with several lags at once.
1 2 3 4 5 6
A vector or matrix or univariate or multivariate time series
The number of lags. For
further arguments to be passed to or from methods
vector of lag numbers. For code
string or a character vector of names to be used in constructing column names for the returned series
Vector or matrix arguments 'x' are coerced to time series.
lags, column names are constructed as follows: If
name is supplied and has as many elements as
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
Both functions return a time series (
lags argument to the
lags function argument has
more than one element, the returned object will have a column for each
NA's filling in where appropriate.
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