R: Lag a Time Series

lag {timeSeries}

R Documentation

Lag a Time Series

Compute a lagged version of a 'timeSeries' object.

## S4 method for signature 'timeSeries'
lag(x, k = 1, trim = FALSE, units = NULL, ...)

`k`	[lagSeries] - an integer value. The number of lags (in units of observations). By default 1.
`trim`	a logical value. By default `TRUE`, the first missing observation in the return series will be removed.
`units`	an optional character string, which allows to overwrite the current column names of a `timeSeries` object. By default `NULL` which means that the column names are selected automatically.
`x`	an object of class `timeSeries`.
`...`	arguments passed to other methods.

returns a lagged S4 object of class timeSeries.

## Load Micsrosoft Data Set -
   x = MSFT[1:20, "Open"]
   
## Lag the timeSeries Object:
   lag(x, k = -1:1)

[Package timeSeries version 2160.95 Index]