lag.xts | R Documentation |

Methods for computing lags and differences on xts objects. This provides similar functionality as the zoo counterparts, but with some different defaults.

```
## S3 method for class 'xts'
lag(x, k = 1, na.pad = TRUE, ...)
## S3 method for class 'xts'
diff(
x,
lag = 1,
differences = 1,
arithmetic = TRUE,
log = FALSE,
na.pad = TRUE,
...
)
```

`x` |
An xts object. |

`k` |
Number of periods to shift. |

`na.pad` |
Should |

`...` |
Additional arguments. |

`lag` |
Period to difference over. |

`differences` |
Order of differencing. |

`arithmetic` |
Should arithmetic or geometric differencing be used? |

`log` |
Should (geometric) log differences be returned? |

The primary motivation for these methods was to take advantage of a faster
C-level implementation. Another motivation was to make `lag()`

behave using
standard sign for `k`

. Both `lag.zoo()`

and `lag.default()`

require a
*negative* value for `k`

in order to shift a series backward. So `k = 1`

,
shifts the series *forward* one observation. This is especially confusing
because `k = 1`

is the default for those functions. When `x`

is an xts
object, `lag(x, 1)`

returns an object where the value at time 't' is the
value at time 't-1' in the original object.

Another difference is that `na.pad = TRUE`

by default, to better reflect the
transformation visually and for functions the require positional alignment
of data.

Set `options(xts.compat.zoo.lag = TRUE)`

to use make `lag.xts()`

consistent
with `lag.zoo()`

by reversing the sign of `k`

and setting `na.pad = FALSE`

.

An xts object with the desired lag and/or differencing.

Jeffrey A. Ryan

https://en.wikipedia.org/wiki/Lag

```
x <- xts(1:10, Sys.Date()+1:10)
lag(x) # currently using xts-style positive k
lag(x, k=2)
lag(x, k=-1, na.pad=FALSE) # matches lag.zoo(x, k=1)
diff(x)
diff(x, lag=1)
diff(x, diff=2)
diff(diff(x))
```

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