R/misc.R
bshift.RdBackshift Operator
Apply the backshift operator or lag operator to a time series objective.
bshift(x, k = 1)x <- arima.sim(model = list(ar = 0.8, sd = 0.5), n = 120)
bshift(x, k = 12)
#> [,1]
#> [1,] NA
#> [2,] NA
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#> [11,] NA
#> [12,] NA
#> [13,] -0.862519765
#> [14,] -2.202415463
#> [15,] -0.826569181
#> [16,] -0.484766734
#> [17,] -0.144127923
#> [18,] 1.508246545
#> [19,] 1.318635319
#> [20,] 0.920911242
#> [21,] -1.173358474
#> [22,] -1.217924021
#> [23,] -1.287785195
#> [24,] 0.037079723
#> [25,] 0.099698629
#> [26,] -0.559364421
#> [27,] -0.497456436
#> [28,] -0.649448592
#> [29,] -0.074761758
#> [30,] 2.695608169
#> [31,] 2.203017916
#> [32,] 2.340123402
#> [33,] 1.990293596
#> [34,] -0.319485614
#> [35,] 0.606497990
#> [36,] 0.241961653
#> [37,] -0.012517873
#> [38,] 0.009163294
#> [39,] 0.036891390
#> [40,] 0.579340653
#> [41,] -1.810642334
#> [42,] 1.234043316
#> [43,] 0.626013398
#> [44,] 0.714166468
#> [45,] 1.645679056
#> [46,] 0.651454997
#> [47,] 1.635116416
#> [48,] 1.062196721
#> [49,] -0.327805932
#> [50,] -1.238095362
#> [51,] 0.074581031
#> [52,] 0.191335459
#> [53,] 0.641697177
#> [54,] -1.186092827
#> [55,] -2.419610568
#> [56,] -1.651538110
#> [57,] 0.016089925
#> [58,] 0.249568223
#> [59,] 1.517947963
#> [60,] 1.738268158
#> [61,] 1.997362573
#> [62,] 1.487954386
#> [63,] 1.362545224
#> [64,] 0.999708892
#> [65,] 2.724110455
#> [66,] 3.477681123
#> [67,] 3.530936166
#> [68,] 3.380973262
#> [69,] 2.156521346
#> [70,] 2.835751969
#> [71,] -0.343732758
#> [72,] -0.430679982
#> [73,] 0.089345804
#> [74,] -0.310474469
#> [75,] 0.175808000
#> [76,] 1.203748396
#> [77,] 2.011711336
#> [78,] 1.571266174
#> [79,] 1.743161859
#> [80,] 3.067412098
#> [81,] 2.099568515
#> [82,] 2.626002698
#> [83,] 3.417628515
#> [84,] 2.437462787
#> [85,] 1.562756654
#> [86,] 0.464772668
#> [87,] -0.684918733
#> [88,] -1.343476416
#> [89,] -2.831056561
#> [90,] -2.955383145
#> [91,] -2.922848511
#> [92,] -2.874942135
#> [93,] -2.072826575
#> [94,] -0.679806340
#> [95,] -0.752727723
#> [96,] -2.001592639
#> [97,] -1.342736823
#> [98,] -1.515988911
#> [99,] -0.644191268
#> [100,] 1.611497445
#> [101,] 1.714056397
#> [102,] -0.313036415
#> [103,] -0.001027348
#> [104,] 1.072016374
#> [105,] 2.896982361
#> [106,] 2.767039667
#> [107,] 3.605445779
#> [108,] 3.310923170
#> [109,] 2.756322529
#> [110,] 2.227352756
#> [111,] 2.385493215
#> [112,] 1.645743999
#> [113,] 0.788331117
#> [114,] 0.822814316
#> [115,] -0.487948216
#> [116,] 0.455826092
#> [117,] 0.446380503
#> [118,] -0.948012608
#> [119,] -1.703322146
#> [120,] -0.908316123