What is happening is that by indexing the time series, you are losing the
time series attributes.  Here is a quick test that I ran.
> x
Time Series:
Start = 1
End = 20
Frequency = 1
 [1]  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20
> y <- lag(x,1)
> y
Time Series:
Start = 0
End = 19
Frequency = 1
 [1]  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20
> x==y
Time Series:
Start = 1
End = 19
Frequency = 1
 [1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE FALSE FALSE FALSE
[17] FALSE FALSE FALSE
> str(x)
 Time-Series [1:20] from 1 to 20: 1 2 3 4 5 6 7 8 9 10 ...
> str(x[1:10])
 int [1:10] 1 2 3 4 5 6 7 8 9 10
> x[1:10] == y[1:10]
 [1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
>

Notice that 'x==y' comes up false, but x[1:10]==y[1:10] is true.  Also
notice the 'str(x[1:10])' as compared to 'str(x)'


On 3/17/07, adschai@optonline.net <adschai@optonline.net> wrote:
>
> Hi - I'm quite wondering what makes the lag operator does not work for my
> time series. I have a time series of length about 200000 elements. I would
> like to have a lag 1 of this time series. I did the following:
>
> logprice = log(price, base=exp(1))
> # this is my log price which is a vector of price time series of length
> 200000
> ts_logprice = as.ts(logprice, frequency=1) # convert to time series
> lag_logprice = lag(ts_logprice, 1) # get the lag
>
> When I do:
>
> ts_logprice[1:10] == lag_logprice[1:10]
>
> The result returns TRUE for the first 10 elements which I do not expect
> that.
>
> Is there any reason to this? I'd appreciate if you could let me know.
> Thank you so much.
>
> - adschai
>
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>
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>



-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem you are trying to solve?

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