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\name{lag}
\alias{lag}
\alias{lag.timeSeries}
\title{Lag a 'timeSeries' object}
\description{
Compute a lagged version of a \code{"timeSeries"} object.
}
\usage{
\method{lag}{timeSeries}(x, k = 1, trim = FALSE, units = NULL, \dots)
}
\arguments{
\item{x}{
an object of class \code{timeSeries}.
}
\item{k}{
an integer number, the number of lags (in units of observations).
By default 1. Can also be a vector, in which case the result is a
multivariate \code{"timeSeries"} in which column \code{i} contains
the series lagged by \code{k[i]}, see the examples.
}
\item{trim}{
a logical value. By default \code{TRUE}, the first missing
observation in the return series will be removed.
}
\item{units}{
an optional character string, which allows to overwrite the current
column names of a \code{"timeSeries"} object. By default \code{NULL}
which means that the column names are selected automatically.
}
\item{\dots}{
arguments passed to other methods.
}
}
\value{
an object of class \code{"timeSeries"}
}
\seealso{
\code{\link[stats]{lag}} for \verb{stats::lag},
\code{\link{diff}}
}
\examples{
## Load Micsrosoft Data Set
x <- MSFT[1:20, "Open"]
## Lag the 'timeSeries' Object
lag(x, k = -1:1)
}
\keyword{chron}
|
