Lag/Lead (Shift) Function for Multivariate Series

Source: R/ATA_Shift.r

Lag/Lead (Shift) Function for Multivariate Series

ATA.Shift_Mat(X, direction = "down", shift_by = 1, fill = NA)

Arguments

X

given matrice

direction

direction of shifting. Default is "down".

shift_by

number of rows to be shifed upwards/downwards

fill

a value to be used to fill the rows

Value

Generating a lag/lead matrice