lag {fSeries} | R Documentation |
Computes a lagged version of a timeSeries object.
## S3 method for class '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
.
Diethelm Wuertz for the Rmetrics R-port.
## data - x = as.timeSeries(data(msft.dat))[1:20, "Open"] ## lag - # Lag the timeSeries Object: lag(x, k = -1:1)