[R] cor() and lagged ts objects

Dirk Eddelbuettel
Wed, 13 Feb 2002 20:07:56 -0000

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?

Dirk

--
Good judgment comes from experience; experience comes from bad judgment.
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