R: Lag a Time Series

lag {stats} | R Documentation

## Lag a Time Series

### Description

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

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

### Usage

    lag(x, ...)

    ## Default S3 method:
    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 given a `tsp` attribute via `hasTsp`.

### Value

A time series object with the same class as `x`.

### Note

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

### References

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

### See Also

`diff`, `deltat`

### Examples

    lag(ldeaths, 12) # starts one year earlier

[Package stats version 3.5.1 Index]