lag function row name with

Hi,

   I have a dataset whose row names corresponds to months. When I apply lag
function (dplyr package) on this dataset, I get NAs with warning messages.
Is there any lag function that carries out the lag but keep the row names?
   I will have two datasets. The dates of the datasets are not exactly the
same, and I want to find out the correlation for the overlapping period.

   Thanks,

temp

oil95
1981M01 103.27
1981M02 107.92
1981M03 110.26
1981M04 110.26
1981M05 110.11
1981M06 109.93
1981M07 109.93
1981M08 109.93
1981M09 109.93
1981M10 109.93

dplyr::lag(temp, 2)

oil95
1981M01    NA
1981M02  <NA>
1981M03  <NA>
1981M04  <NA>
1981M05  <NA>
1981M06  <NA>
1981M07  <NA>
1981M08  <NA>
1981M09  <NA>
1981M10  <NA>
Warning message:
In format.data.frame(x, digits = digits, na.encode = FALSE) :
  corrupt data frame: columns will be truncated or padded with NAs