[R] Lag function

[Bert Gunter]

Well, maybe. Whether it's +24 or -24 depends on what you mean by "one day
lag." I suspect you mean -24, but perhaps this will help you decide:

test <- ts(1:72, frequency = 24)
plot(lag(test,24))
plot(lag(test,-24))

Note that the +24 moves the time base back 24 observable units (= hours)
and -24 moves it forward 24 hours. This means that the day 2 observations
are those from day 1, etc., which is usually what is wanted for lag. But
you decide.

Cheers,
Bert



Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Tue, Aug 7, 2018 at 7:47 AM, Edoardo Silvestri <
silvestri.casali using gmail.com> wrote:

> I have an hourly database and I defined a variable as follows:
> time<-ts(data$variable, frequency=24)
>
> If i need to create the variables with one day lag, the corresponding
> command is lag(time,24)?
>
> Thank you
>
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