lag
creates a lagged version of a time series, shifting the time base
forward by a given number of observations. Lag
does exactly the
opposite, shifting the time base backwards by the given number of
observations. lag
and Lag
create a single lagged
series, while lags
and Lags
can create a multivariate
series with several lags at once.## S3 method for class 'tis':
lag(x, k = 1, ...)Lag(x, k = 1, ...)
lags(x, lags, name = "")
Lags(x, lags, name = "")
tis
series)lag
, this is
the number of time periods that the series is shifted forward,
while for Lag
it is the number of periods that the series is
shifted backwards.lags
, each element
gives a number of periods by which x
is to be shifted
forward, while for Lags
, each element gives a number
of periods by which x
is to be shts
or tis
) object.
If the lags
argument to the lags
function argument has
more than one element, the returned object will have a column for each
lag, with NA
's filling in where appropriate.lags
, column names are constructed as follows: If
name
is supplied and has as many elements as x
has
columns, those names are used as the base column names. Otherwise the
column names of x
comprise the base column names, or if those
don't exist, the first ncols(x)
letters of the alphabet are
used as base names. Each column of the returned series has a name
consisting of the basename plus a suffix indicating the lag number for
that column.