ts_lag: Lag or Lead of Time Series

Description Usage Arguments Details Value Examples

View source: R/ts_lag.R

Description

Shift time stamps in ts-boxable time series, either by a number of periods or by a fixed amount of time.

Usage

1
ts_lag(x, by = 1)

Arguments

x

ts-boxable time series, an object of class ts, xts, zoo, data.frame, data.table, tbl, tbl_ts, tbl_time, or timeSeries.

by

integer or character, either the number of shifting periods (integer), or an absolute amount of time (character). See details.

Details

The lag order, by, is defined the oposite way as in R base. Thus, -1 is a lead and +1 a lag.

If by is integer, the time stamp is shifted by the number of periods. This requires the series to be regular.

If by is character, the time stamp is shifted by a specific amount of time. This can be one of one of "sec", "min", "hour", "day", "week", "month", "quarter" or"year", optionally preceded by a (positive or negative) integer and a space, or followed by plural "s". This is passed to base::seq.Date(). This does not require the series to be regular.

Value

a ts-boxable time series, with the same class as the input. If time stamp shifting causes the object to be irregular, a data frame is returned.

Examples

1
2
3
4
5
6
ts_plot(AirPassengers, ts_lag(AirPassengers), title = "Illustrating the need for glasses")

head(ts_lag(AirPassengers, "1 month"))
head(ts_lag(AirPassengers, "1 year"))
head(ts_lag(ts_df(AirPassengers), "2 day"))
# head(ts_lag(ts_df(AirPassengers), "2 min")) not yet working

christophsax/tsbox documentation built on June 26, 2018, 1:13 p.m.