[R] lag function doesn't work - what am i doing wrong?

Scotty Nelson poorboy44 at hotmail.com
Fri Oct 10 19:27:07 CEST 2008


I am trying to lag a time series.  My data is in a matrix, but I coerce it
into a ts object.
But when I lag it and then look at the result, nothing has changed.  What am
I doing wrong?????

residsq<-resid^2
residsq<-as.ts(residsq)
lag1residsq<-lag(residsq,-1)

> residsq[1:5]
          1           2           3           4           5 
     87.759  329882.188 5325849.333   31512.334   70865.228 
>  lag1residsq[1:5]
          1           2           3           4           5 
     87.759  329882.188 5325849.333   31512.334   70865.228 
> 

PS: I tried to lag the series manually using rbind(0, residsq), but the
result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ....]
WTF!!!!  how do you stack 1 element onto another in R?
-- 
View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list