On Wed, 13 Feb 2002, Dirk Eddelbuettel wrote:
>
> The following is internally consistent, but not intuitive:
>
> R : Copyright 2002, The R Development Core Team
> Version 1.4.1 (2002-01-30)
> [...]
> > library(ts)
> > x<-rnorm(100) # white noise
> > xTS<-ts(x,start=1) # as time series
> > xTSl<-lag(xTS,lag=-1) # lagged once
> > cor(xTS,xTSl) # Big surprise
> [1] 1
> > cor(cbind(xTS,xTSl),use="pairwise") # what was really meant
> xTS xTSl
> xTS 1.00000000 -0.04080141
> xTSl -0.04080141 1.00000000
> >
>
> Is there any way cor() could know that the first call was nonsensical
(given
> the semantics of lag) and issue a warning?
cor() doesn't know about time series, does it? I guess it could.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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