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lagts

lag a ts

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

y=reshape(1:20,'1985m1') // create a ts
y = lagts(x) // y is x lagged once.
y = lagts(4,x) // y is x lagged four times
y = lagts(-1,x) // y is x forwarded once

AUTHOR

Eric Dubois 2002

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