Dear all,

Before I file this as a bug, I wanted to check if I didn't miss something.
The help page of lag() says that the function returns a time series object.
It actually does return something that looks like a ts object (the
attribute tsp is set). But when using a vector, the class "ts" is not added
to the result:

> avec <- 1:10
> lag(avec)
 [1]  1  2  3  4  5  6  7  8  9 10
attr(,"tsp")
[1] 0 9 1
> as.ts(lag(avec))
Time Series:
Start = 0
End = 9
Frequency = 1
 [1]  1  2  3  4  5  6  7  8  9 10
> class(lag(avec))
[1] "integer"
> class(as.ts(lag(avec)))
[1] "ts"

Am I missing something, or would the lag() function benefit from a small
adjustment :

function (x, k = 1, ...)
{
    if (k != round(k)) {
        k <- round(k)
        warning("'k' is not an integer")
    }
    x <- hasTsp(x)
    p <- tsp(x)
    tsp(x) <- p - (k/p[3L]) * c(1, 1, 0)
    as.ts(x)   # adjusted, was simply x before
}

Cheers
Joris
-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Mathematical Modelling, Statistics and Bio-Informatics

tel : +32 9 264 59 87
Joris.Meys@Ugent.be
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