lag¶
-
lag
(x, obs=1)[source]¶ Lag timeseries by a specified number of observations
- Parameters
x (
Series
) – timeseries of pricesobs (
int
) – number of observations to lag series
- Return type
Series
- Returns
date-based time series of return
Usage
Shift the series backwards by a specified number of observations:
\(R_t = X_{t-obs}\)
where \(obs\) is the number of observations to lag series
Examples
Lag series by 2 observations:
>>> prices = generate_series(100) >>> lagged = lag(prices, 2)
See also