| % File src/library/stats/man/lag.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2014 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{lag} |
| \alias{lag} |
| \alias{lag.default} |
| \title{Lag a Time Series} |
| \description{ |
| Compute a lagged version of a time series, shifting the time base |
| back by a given number of observations. |
| |
| \code{lag} is a generic function; this page documents its default |
| method. |
| } |
| \usage{ |
| lag(x, \dots) |
| |
| \method{lag}{default}(x, k = 1, \dots) |
| } |
| \arguments{ |
| \item{x}{A vector or matrix or univariate or multivariate time series} |
| \item{k}{The number of lags (in units of observations).} |
| \item{\dots}{further arguments to be passed to or from methods.} |
| } |
| \details{ |
| Vector or matrix arguments \code{x} are given a \code{tsp} attribute |
| \emph{via} \code{\link{hasTsp}}. |
| } |
| \value{ |
| A time series object with the same class as \code{x}. |
| } |
| |
| \note{ |
| Note the sign of \code{k}: a series lagged by a positive \code{k} |
| starts \emph{earlier}. |
| } |
| |
| \references{ |
| Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) |
| \emph{The New S Language}. |
| Wadsworth & Brooks/Cole. |
| } |
| \seealso{\code{\link{diff}}, \code{\link{deltat}} } |
| |
| \examples{ |
| lag(ldeaths, 12) # starts one year earlier |
| } |
| \keyword{ts} |