timeSeries (version 280.75)

lag: Lag a Time Series

Description

Compute a lagged version of a 'timeSeries' object.

Usage

## S3 method for class 'timeSeries':
lag(x, k = 1, trim = FALSE, units = NULL, \dots)

Arguments

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.

Value

• returns a lagged S4 object of class timeSeries.

Examples

## data -
   x = as.timeSeries(data(msft.dat))[1:20, "Open"]
   
## lag -
   # Lag the timeSeries Object:
   lag(x, k = -1:1)