[R] Definition of "lag" is opposite in ts and xts objects!
Jeff Newmiller
jdnewmil at dcn.davis.CA.us
Thu Apr 12 05:21:24 CEST 2012
What makes you think those are the only two options?
I happen to prefer the xts convention, but there is a lot of code out there that successfully uses ts just as it is, and I can't see breaking all of that to meet an arbitrary preference of sign convention. (It isn't my decision anyway...)
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Sent from my phone. Please excuse my brevity.
jpm miao <miaojpm at gmail.com> wrote:
> 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
>
> [[alternative HTML version deleted]]
>
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