shift {splusTimeSeries} | R Documentation |
Create a Shifted Time Series
Description
Returns a time series like the input but shifted in time.
Usage
shift(x, k=1)
Arguments
x |
a univariate or multivariate regular time series.
Missing values ( |
k |
the number of positions the input series is to lead the new series.
That is, the resulting series is shifted forwards in time;
negative values lag the series backwards in time.
Non-integer values of |
Details
shift
is a generic function.
Its default method calls lag(x,-k).
shift
also has a method
for series
objects,
which works for both timeSeries
and signalSeries
objects.
To align the times of several new-style time series, use
seriesMerge
.To align the times of several old-style time series, use
ts.intersect
orts.union
.To compute a lagged/leading series with same time position but shifted data slot, use
seriesLag
. (seriesLag
also works for bothtimeSeries
andsignalSeries
objects.)
Value
returns a time series with the same data as x
,
but with positions lagged by k
steps.
Note
The shift
function replaces the lag
function,
which illogically had the opposite sign of shifting.
(The lag
function has been retained only because
it is used in other functions.)
See Also
seriesMerge
,
lag
,
lag.plot
,
ts.intersect
,
ts.union
.
Examples
x <- signalSeries(data=data.frame(a=1:10, b=letters[1:10]), positions=1:10)
x5 <- shift(x,5)
seriesMerge(x, x5, pos="union")