Lags and Differences of zoo Objects

Methods for computing lags and differences of "zoo" objects.

Usage

# 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, log = FALSE, ...)

Arguments

x: a "zoo" object.
k, lag: For lag the number of lags (in units of observations). Note the sign of k behaves as in lag. For diff it is the number of backward lags used (or if negative the number of forward lags.
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.
log: logical. Should the differences of the log series be computed?
...: currently not used.

Details

These methods for "zoo" objects behave analogously to the default methods. The only additional arguments are arithmetic and log in diff and na.pad in both lag.zoo and diff.zoo. Also, "k" can be a vector of lags in which case the names of "k", if any, are used in naming the result.

Value

The lagged or differenced "zoo" object.

Note

Note the sign of k: a series lagged by a positive k is shifted earlier in time.

lag.zoo and lag.zooreg can give different results. For a lag of 1 lag.zoo moves points to the adjacent time point whereas lag.zooreg moves the time by deltat. This implies that a point in a zoo series cannot be lagged to a time point that is not already in the series whereas this is possible for a zooreg series.

Examples

x <- zoo(11:21)

lag(x, k = 1)
#>  1  2  3  4  5  6  7  8  9 10 
#> 12 13 14 15 16 17 18 19 20 21 
lag(x, k = -1)
#>  2  3  4  5  6  7  8  9 10 11 
#> 11 12 13 14 15 16 17 18 19 20 
# this pairs each value of x with the next or future value
merge(x, lag1 = lag(x, k=1))
#>     x lag1
#> 1  11   12
#> 2  12   13
#> 3  13   14
#> 4  14   15
#> 5  15   16
#> 6  16   17
#> 7  17   18
#> 8  18   19
#> 9  19   20
#> 10 20   21
#> 11 21   NA
diff(x^3)
#>    2    3    4    5    6    7    8    9   10   11 
#>  397  469  547  631  721  817  919 1027 1141 1261 
diff(x^3, -1)
#>    1    2    3    4    5    6    7    8    9   10 
#>  397  469  547  631  721  817  919 1027 1141 1261 
diff(x^3, na.pad = TRUE)
#>    1    2    3    4    5    6    7    8    9   10   11 
#>   NA  397  469  547  631  721  817  919 1027 1141 1261