lag                    package: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

