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

[Scotty Nelson]

thanks.  i'll try zoo or xts.  ts is a p.i.t.a.


Gabor Grothendieck wrote:
> 
> 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.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

-- 
View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19923295.html
Sent from the R help mailing list archive at Nabble.com.