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lag {stats}

Lag a Time Series
Package: 
stats
Version: 
R 3.0.2

Description

Compute a lagged version of a time series, shifting the time base back by a given number of observations.

Usage

lag(x, ...)
 
## S3 method for class 'default':
lag((x, k = 1, ...))

Arguments

x
A vector or matrix or univariate or multivariate time series
k
The number of lags (in units of observations).
...
further arguments to be passed to or from methods.

Details

Vector or matrix arguments x are coerced to time series.

lag is a generic function; this page documents its default method.

Values

A time series object.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Note

Note the sign of k: a series lagged by a positive k starts earlier.

See Also

diff, deltat

Examples

lag(ldeaths, 12) # starts one year earlier

Documentation reproduced from R 3.0.2. License: GPL-2.