The function takes as input the vector x and a specified integer lag, and shifts the input series by that amount. NA’s are added to either the beginning or the end (depending on the sign of lag) to pad the shifted vector to be the same length as the input. Note that lag is defined so that a positive lag shifts x “to the right”, i.e. moves values…

shift_func

# R Function to Shift Vectors
# http://clarkrichards.org/r/timeseries/2016/02/09/a-function-to-shift-vectors/
#

shift <- function(x, lag) {
    n <- length(x)
    xnew <- rep(NA, n)
    if (lag < 0) {
        xnew[1:(n-abs(lag))] <- x[(abs(lag)+1):n]
    } else if (lag > 0) {
        xnew[(lag+1):n] <- x[1:(n-lag)]
    } else {
        xnew <- x
    }
    return(xnew)
}