L: Lag of a Time Series
In cmann3/recon: Useful Functions for Economists

Description Usage Arguments Value Examples

L shifts the values in an xts time series by the specified number of lags. The function extends the lag function by allowing users to specify a frequency with which to lag the variable.

1	L(x, lag = 1)

`x`	'xts' time series variable
`lag`	numeric or character value indicating the number of periods to lag x. Defaults to one lag. Character inputs indicate the type of time period to lag. `lag` accepts 'y' years, 'q' quarters, 'm' months, 'w' weeks, and 'd' days. Number and character values can be combined.

new 'xts' object shifted by the lag number of periods.

Y <- pwt(country = 'USA', series = 'gdp')
l_Y <- L(Y)       # GDP lagged by 1 period (quarter)
y_Y <- L(Y, 'y')  # GDP lagged by 1 year
m_Y <- L(Y, '6m') # GDP lagged by 6 months
#Table(Y, l_y, y_Y, m_Y)