[Rd] apply and monthly time series (PR#11352)

stephen.mcintyre at utoronto.ca stephen.mcintyre at utoronto.ca
Wed Apr 30 15:00:04 CEST 2008

Full_Name: Stephen McIntyre
Version: 2.7
OS: Windows XP
Submission from: (NULL) (

When I use the apply function to calculate a trend for a matrix of monthly time
series, it yields a different answer than when the trend is calculated one at a
time (by a factor of 12) rather than the identical answer as it should. Here's
an example:
trend= function(x)  lm(x~c(time(x)))$coef[2]
b= apply(monthly,2,trend)
a= c(trend(monthly[,1]),trend(monthly[,2]),trend(monthly[,3]))
a/b  #12 12 12

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