R: Lag a Time Series

lag {ts} | R Documentation

## Lag a Time Series

### Description

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

### Usage

    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.

### Value

A time series object.

### Note

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

### Author(s)

B.D. Ripley

### See Also

`diff`, `deltat`

### Examples

    data(UKLungDeaths)
    lag(ldeaths, 12) # starts one year earlier

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