lags: Multiple lags of time series

In sfeuerriegel/ResearchGroupTools: Collection of Custom Helper Functions

Description

Multiple lags of time series

Usage

lags(x, k, ...)

Arguments

x	A vector or univariate time series.
k	A numeric value or a vector denoting which lags should be retrieved.
...	Further parameters passed to lag.

Value

Matrix where the number of rows is identical to the length of x. The number of columns is identical the number of entries in k.

Examples

x <- 1:10
lags(x, c(1, 2, 3))

z <- ts(1:10)
lags(z, c(1, 2, 5))

sfeuerriegel/ResearchGroupTools documentation built on May 29, 2019, 8:01 p.m.