LG: Lag an xts Object

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

This does not complain when: any(abs(k) > NROW(xTs)):
zoo_lag can not and will not handle. So k's are eliminated
beforehand.

Usage

LG(x, k = 1, ...)

Arguments

x	xts object
k	choose 0 or 1 or greater to peer into the current and the past
...	dots passed

Value

xts object

Examples

## Not run: 
# LG(lag 1) example

xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2))
           [,1] [,2]
1970-01-01    1    8
1970-01-02   -2   16
1970-01-03   -4   32

LG(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)))
           V1lg.1 V2lg.1
1970-01-01     NA     NA
1970-01-02      1      8
1970-01-03     -2     16

# LG(lag 1 and 2 example)

LG(xts(matrix(c(1,-2,-4), ncol = 1), zoo::as.Date(0:2)), k = 1:2)
V1lg.1 V2lg.2
1970-01-01     NA     NA
1970-01-02      1     NA
1970-01-03     -2      1


## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.