Name
lagda — lag a ts ignoring NA values
CALLING SEQUENCE
ts=lagda(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) where all NA values are ignored (that is x(t-n) is the nth non NA value preceding x(t)).
EXAMPLE
load('GROCERDIR\data\Daily_P.dat')
y = lagda(P)
// y is P lagged once.
y = lagda(4,P)
// y is x lagged four times.
y = lagda(-1,x)
// y is P forwarded once.