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

Gabor Grothendieck ggrothendieck at gmail.com
Fri Oct 10 19:44:07 CEST 2008


lag1resid is a time series, try

str(residsq)
str(lag1residsq)

The problem is that when you subscript lag1resid you
don't get a time series out from that.  See ?window.ts
or try the zoo or xts packages where subscripting of time
series works.

On Fri, Oct 10, 2008 at 1:27 PM, Scotty Nelson <poorboy44 at hotmail.com> wrote:
>
> 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.
>
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