lag {stats} | R Documentation |

## Lag a Time Series

### Description

Compute a lagged version of a time series, shifting the time base
back by a given number of observations.

### Usage

lag(x, ...)
## Default S3 method:
lag(x, k = 1, ...)

### Arguments

`x` |
A vector or matrix or univariate or multivariate time series |

`k` |
The number of lags (in units of observations). |

`...` |
further arguments to be passed to or from methods. |

### Details

Vector or matrix arguments `x`

are coerced to time series.

`lag`

is a generic function; this page documents its default
method.

### Value

A time series object.

### Note

Note the sign of `k`

: a series lagged by a positive `k`

starts *earlier*.

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
*The New S Language*.
Wadsworth & Brooks/Cole.

### See Also

`diff`

, `deltat`

### Examples

lag(ldeaths, 12) # starts one year earlier

[Package

*stats* version 2.5.0

Index]