Would anyone else advise me, how to create time series with lagged in R. I would the result is the difference with lagged, there is a function Delt() but the result is the percentage change. Please advise how to do that. Thank you



I would calculate the computed result with the successive difference. The output format of Delt() is same as I expected, but the result is the percentage change with lagged. I would calculate the difference with lagged. Is there any function, same parameters as Delt() but calculate the difference change.


closed as off-topic by Bob Jansen Apr 9 '16 at 16:45

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    $\begingroup$ did you have a look at the function "lag" ? Furthermore this is at most a question for stackoverflow ... $\endgroup$ – Ric Apr 9 '16 at 16:16
  • $\begingroup$ That, or implement shift or get it from data.table. You can do a few things but I agree it doesn't fit here. On StackOverflow it would be a duplicate, so closing. $\endgroup$ – Bob Jansen Apr 9 '16 at 16:45
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    $\begingroup$ I'm voting to close this question as off-topic because belongs on StackOverflow where it would be a duplicate $\endgroup$ – Bob Jansen Apr 9 '16 at 16:45

Look at the function "lag" and if you want a lag function that does not depend on some time series structure of the object then you can use this one:


  if (length(shift_by)>1)
    return(sapply(shift_by,shift, x=x))

  if (shift_by > 0 )
  else if (shift_by < 0 )
    out<-c(rep(NA,abs_shift_by), head(x,-abs_shift_by))

I prefer it in the meanwhile. It was taken from here.


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