fBasics: matrix-tslag – R documentation

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matrix-tslag

Lagged or Leading Vector/Matrix

Creates a lagged or leading vector/matrix of selected order(s).

tslag(x, k = 1, trim = FALSE)

`k`	an integer value, the number of positions the new series is to lag or to lead the input series.
`x`	a numeric vector or matrix, missing values are allowed.
`trim`	a logical flag, if TRUE, the missing values at the beginning ans/or end of the returned series will be trimmed. The default value is FALSE.

## tslag -
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Rmetrics - Markets and Basic Statistics

v3042.89.1

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

Initial release

2017-11-12