CALLING SEQUENCE
ts=lagts(arg1[,arg2])
PARAMETERS
- Input
arg1 = the order of differenciation (optional, set to 1 if not provided) or a ts
arg2 (if arg1 was he order of differenciation) = a time series
- Output
ts = the lagged time series
DESCRIPTION
Computes x(t-n) for a timeseries x(t).
EXAMPLE
1) y = lagts(x)
2) y = lagts(4,x)
3) y = lagts(-1,x)
In example 1, y is x lagged once.
In example 2, y is x lagged four times.
In example 3, y is x forwarded once.