zoo (version 1.8-11)

lag.zoo: Lags and Differences of zoo Objects

Description

Methods for computing lags and differences of "zoo" objects.

Usage

# S3 method for zoo
lag(x, k = 1, na.pad = FALSE, ...)
# S3 method for zoo
diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad = FALSE, ...)

Value

The lagged or differenced "zoo" object.

Arguments

x

a "zoo" object.

k, lag

For lag the number of lags (in units of observations). Note the sign of k behaves as in lag. For diff it is the number of backward lags used (or if negative the number of forward lags.

differences

an integer indicating the order of the difference.

arithmetic

logical. Should arithmetic (or geometric) differences be computed?

na.pad

logical. If TRUE it adds any times that would not otherwise have been in the result with a value of NA. If FALSE those times are dropped.

...

currently not used.

Details

These methods for "zoo" objects behave analogously to the default methods. The only additional arguments are arithmetic in diff na.pad in lag.zoo which can also be specified in diff.zoo as part of the dots. Also, "k" can be a vector of lags in which case the names of "k", if any, are used in naming the result.

See Also

zoo, lag, diff

Examples

x <- zoo(11:21)

lag(x, k = 1)
lag(x, k = -1)
# this pairs each value of x with the next or future value
merge(x, lag1 = lag(x, k=1))
diff(x^3)
diff(x^3, -1)
diff(x^3, na.pad = TRUE)