Scotty Nelson
2008-Oct-10 17:27 UTC
[R] lag function doesn't work - what am i doing wrong?
I am trying to lag a time series. My data is in a matrix, but I coerce it into a ts object. But when I lag it and then look at the result, nothing has changed. What am I doing wrong????? residsq<-resid^2 residsq<-as.ts(residsq) lag1residsq<-lag(residsq,-1)> residsq[1:5]1 2 3 4 5 87.759 329882.188 5325849.333 31512.334 70865.228> lag1residsq[1:5]1 2 3 4 5 87.759 329882.188 5325849.333 31512.334 70865.228>PS: I tried to lag the series manually using rbind(0, residsq), but the result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ....] WTF!!!! how do you stack 1 element onto another in R? -- View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html Sent from the R help mailing list archive at Nabble.com.
Gabor Grothendieck
2008-Oct-10 17:44 UTC
[R] lag function doesn't work - what am i doing wrong?
lag1resid is a time series, try str(residsq) str(lag1residsq) The problem is that when you subscript lag1resid you don't get a time series out from that. See ?window.ts or try the zoo or xts packages where subscripting of time series works. On Fri, Oct 10, 2008 at 1:27 PM, Scotty Nelson <poorboy44 at hotmail.com> wrote:> > I am trying to lag a time series. My data is in a matrix, but I coerce it > into a ts object. > But when I lag it and then look at the result, nothing has changed. What am > I doing wrong????? > > residsq<-resid^2 > residsq<-as.ts(residsq) > lag1residsq<-lag(residsq,-1) > >> residsq[1:5] > 1 2 3 4 5 > 87.759 329882.188 5325849.333 31512.334 70865.228 >> lag1residsq[1:5] > 1 2 3 4 5 > 87.759 329882.188 5325849.333 31512.334 70865.228 >> > > PS: I tried to lag the series manually using rbind(0, residsq), but the > result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ....] > WTF!!!! how do you stack 1 element onto another in R? > -- > View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >