X{T-K}
X
[ tseries ] - Tseries object whose time-recursive lag will be created.
T
[ trec ] - Initialized trec object.
K
[ numeric ] - Integer scalar specifying the lag.
The tseries object, X
, referenced by T-K
in a time-recursive expression will, in each iteration, return a value that corresponds to period t-K
, where t
is the currently processed date from the vector of dates (or date range) associated with the trec object, T
.