Last data update: 2014.03.03
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R: Lag a series
Lag a series
Description
A wrapper to the glag function in the lgarch package.
Usage
gLag(y, k=1, na.value=NA)
Arguments
y |
numeric vector, time-series or zoo object
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k |
integer equal to or greater than 1. Default: k=1
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na.value |
the value to replace the lost values with. Default: na.replace=NA
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Value
the lagged vector, time series or zoo object
Author(s)
Genaro Sucarrat (http://www.sucarrat.net/)
See Also
glag
Results
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