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, …)
# S3 method for default
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.
Value
A time series object with the same class as x.
Details
Vector or matrix arguments x are given a tsp attribute
viahasTsp.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
The New S Language.
Wadsworth & Brooks/Cole.