lead.lag {fts}R Documentation

Shift an Fts ojbect in time

Description

Shift an Fts ojbect forward or backwards in time be the supplied number of periods

Usage

## S3 method for class 'fts'
lead(x, k, ...)
## S3 method for class 'fts'
lag(x, k, ...)

Arguments

x

An Fts object

k

number of periods to shift

...

further arguments to function

Details

removed elements are replaced with NA

Value

an Fts object

Author(s)

Whit Armstrong

Examples

x <- fts(rnorm(5))
print(x)
lag(x,1)
lead(x,1)

[Package fts version 0.7.7 Index]