bshift function

Backshift Operator

Apply the backshift operator or lag operator to a time series objective.

bshift(x, k = 1)

Arguments

• x: univariate or multivariate time series.
• k: number of lags.

Examples

x <- arima.sim(model = list(ar = 0.8, sd = 0.5), n = 120)
bshift(x, k = 12)

See Also

lag, zlag