| lag.zoo {zoo} | R Documentation |
Methods for computing lags and differences of "zoo" objects.
## S3 method for class 'zoo': lag(x, k = 1, na.pad = FALSE, ...) ## S3 method for class 'zoo': diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad = FALSE, ...)
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? |
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. |
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.
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) diff(x^2, na.pad = TRUE)