lag.zoo | R Documentation |
Methods for computing lags and differences of "zoo"
objects.
## S3 method for class 'zoo' lag(x, k = 1, na.pad = FALSE, ...) ## S3 method for class 'zoo' diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad = FALSE, ...)
x |
a |
k, lag |
For |
differences |
an integer indicating the order of the difference. |
arithmetic |
logical. Should arithmetic (or geometric) differences be computed? |
na.pad |
logical. If |
... |
currently not used. |
These methods for "zoo"
objects behave analogously to the default
methods. The only additional arguments are arithmetic
in diff
na.pad
in lag.zoo
which can also be specified in diff.zoo
as part of the dots.
Also, "k"
can be a vector of lags in which case the names of
"k"
, if any, are used in naming the result.
The lagged or differenced "zoo"
object.
Note the sign of k
: a series lagged by a positive k
is shifted earlier in time.
lag.zoo
and lag.zooreg
can give different results.
For a lag of 1 lag.zoo
moves points to the adjacent time point
whereas lag.zooreg
moves the time by deltat
. This
implies that a point in a zoo
series cannot be lagged to a time
point that is not already in the series whereas this is possible for
a zooreg
series.
zoo
, lag
, diff
x <- zoo(11:21) lag(x, k = 1) lag(x, k = -1) # this pairs each value of x with the next or future value merge(x, lag1 = lag(x, k=1)) diff(x^3) diff(x^3, -1) diff(x^3, na.pad = TRUE)
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