lag {fSeries}R Documentation

Lag a timeSeries Object

Description

Computes a lagged version of a timeSeries object.

Usage

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

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.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

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

[Package fSeries version 260.73 Index]