@lag |

n-th order lag function.

Syntax: @lag(x, n)

x: series, alpha, vector, svector, matrix object

n: series, alpha, vector, svector, matrix object

Return: series

Returns n-th order lag of the series, alpha, vector, svector, or columns of a matrix x. If n is not an integer, the integer floor will be used.

For a matrix x, the function will return a matrix of the same size with rows shifted down (or up if n is negative) n places. Unavailable rows will be filled with NAs.

This function is panel aware.

Examples

series y = 0

smpl @first+1 @last

y = @lag(y, 1) + @nrnd

smpl @all

The series y is a random walk process that starts at 0.

matrix(5,4) A

rnd(A)

matrix B = @lag(A,2)

Matrix A will be a matrix containing random uniform draws. Matrix B will have two rows of NAs, followed by the first three rows of A.

Cross-references

See also
d.