[R] question on lag.zoo

Gabor Grothendieck ggrothendieck at gmail.com
Sun Mar 2 15:28:35 CET 2008


Its a FAQ.  x is of class "zoo" but z is of class "zooreg" so one is using
zoo.lag and the is using zooreg.lag.  See question #6 in the zoo FAQ:
   vignette("zoo-faq")
and also
   ?lag.zoo

On Sun, Mar 2, 2008 at 9:12 AM, Bo Zhou <bozhou1981 at hotmail.com> wrote:
>
> Hi Guys,
>
> I'm using zoo package now.  I found lag is not doing what I assumed.
>
> > x <- zoo(11:21)
> > z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4)
> > x
>  1  2  3  4  5  6  7  8  9 10 11
> 11 12 13 14 15 16 17 18 19 20 21
> > lag(x)
>  1  2  3  4  5  6  7  8  9 10
> 12 13 14 15 16 17 18 19 20 21
> > z
> 1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
>      1       2       3       4       5       6       7       8       9      10
> > lag(z)
> 1959 Q1 1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2
>      1       2       3       4       5       6       7       8       9      10
>
>
> Why z and lag (z) are of same length while lag(x) is shorter by one than x?
>
> I assume lag(z) would give me like this:
> 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
>  2       3       4       5       6       7       8       9      10
> ie preserve the relationship between timestamp and the value.
>
> Same things applies to lag(x) but I guess both make sense:
>  1  2  3  4  5  6  7  8  9 10
>
> 12 13 14 15 16 17 18 19 20 21
> or
>  2  3  4  5  6  7  8  9 10 11
>
> 12 13 14 15 16 17 18 19 20 21
>
>
> Any insight?
>
> Cheers,
>
> Bo
>
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