VectorExtensions.Lag<T>(Vector<T>, Int32) Method

public static Vector<T> Lag<T>(
	this Vector<T> vector,
	int lag
)

<ExtensionAttribute>
Public Shared Function Lag(Of T) ( 
	vector As Vector(Of T),
	lag As Integer
) As Vector(Of T)

public:
[ExtensionAttribute]
generic<typename T>
static Vector<T>^ Lag(
	Vector<T>^ vector, 
	int lag
)

[<ExtensionAttribute>]
static member Lag : 
        vector : Vector<'T> * 
        lag : int -> Vector<'T> 

Parameters

vector  Vector<T>

The vector to transform.

lag  Int32

The number of observations to shift the series by.

Type Parameters

T

Return Value

Usage Note

A positive value of lag indicates that the observations are shifted forward. If lag equals 1, then each new observation is the observation before the current observation. The first lag observations are set to NaN. If lag equals -1, then each new observation is the observation after the current observation. The last abs(lag) observations are set to NaN.

The name of the new vector depends on whether lag is positive or negative. If lag is positive, the new vector gets the name lag<n>(<name>), where <n> is the lag and <name> is the name of the original vector. If lag is positive, the new vector gets the name lead<abs(n)>(<name>).

Reference