[R] Definition of "lag" is opposite in ts and xts objects!

R. Michael Weylandt michael.weylandt at gmail.com
Thu Apr 12 05:17:20 CEST 2012


Yes, this is as documented. See ? lag.xts under details for the
justification and how to change the default if desired.

Michael

On Wed, Apr 11, 2012 at 11:13 PM, jpm miao <miaojpm at gmail.com> wrote:
> BTW, zoo is like ts in the application of lag.
> In other words, zoo and xts are opposite in this issue.
>
> 2012/4/12 jpm miao <miaojpm at gmail.com>
>
>>  Example:
>> Will ts objects be obsolete or modified?
>>
>> > a                [,1]
>> 1983 Q1  2.747365190
>> 1983 Q2  2.791594762
>> 1983 Q3 -0.009953715
>> 1983 Q4 -0.015059485
>> 1984 Q1 -1.190061246
>> 1984 Q2 -0.553031799
>> 1984 Q3  0.686874720
>> 1984 Q4  0.953911035> lag(a,4)                [,1]
>> 1983 Q1           NA
>> 1983 Q2           NA
>> 1983 Q3           NA
>> 1983 Q4           NA
>> 1984 Q1  2.747365190
>> 1984 Q2  2.791594762
>> 1984 Q3 -0.009953715
>> 1984 Q4 -0.015059485> lag(as.ts(a, start=c(1983,1)),4)             Qtr1         Qtr2         Qtr3         Qtr4
>> 1982  2.747365190  2.791594762 -0.009953715 -0.015059485
>> 1983 -1.190061246 -0.553031799  0.686874720  0.953911035
>>
>>
>
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>
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