lag.zoo {zoo} | R Documentation |
Methods for computing lags and differences of "zoo"
objects.
## S3 method for class 'zoo': lag(x, k = 1, ...) ## S3 method for class 'zoo': diff(x, lag = 1, differences = 1, arithmetic = TRUE, ...)
x |
a "zoo" object. |
k, lag |
the number of lags (in units of observations).
Note the sign of k behaves as in lag . |
differences |
an integer indicating the order of the difference. |
arithmetic |
logical. Should arithmetic (or geometric) differences be computed? |
... |
currently not used. |
These methods for "zoo"
objects behave analogously to the default
methods. The only additional argument is arithmetic
in diff
.
Also, "k"
can be a vector of lags in which case the names of
"k"
, if any, are used in naming the result.
The lagged or differenced "zoo"
object.
Note the sign of k
: a series lagged by a positive k
is shifted earlier in time.
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^2)