[R] Definition of "lag" is opposite in ts and xts objects!
Achim Zeileis
Achim.Zeileis at uibk.ac.at
Thu Apr 12 08:19:01 CEST 2012
On Thu, 12 Apr 2012, jpm miao wrote:
> Example:
> Will ts objects be obsolete or modified?
No, I don't think so.
>> 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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