Create a Shifted Time Series
Returns a time series like the input but shifted in time.
a univariate or multivariate regular time series.
Missing values (NAs) are allowed.
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 k are rounded
to the nearest integer.
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,
- To align the times of several old-style time series, use
ts.intersect or ts.union.
- To compute a lagged/leading series with same time position
but shifted data slot, use seriesLag. (seriesLag
also works for both timeSeries and signalSeries objects.)
returns a time series with the same data as x,
but with positions lagged by k steps.
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.)
x <- signalSeries(data=data.frame(a=1:10, b=letters[1:10]), positions=1:10)
x5 <- shift(x,5)
seriesMerge(x, x5, pos="union")