[R] lagged variables

Federman, Douglas
Wed, 25 Jul 2012 17:43:52 -0000

There is a Lag function in Hmisc and I found this on StackExchange

shift <- function (x, shift_by) { #similar to lag function
    stopifnot(is.numeric(shift_by))
    stopifnot(is.numeric(x))
    if (length(shift_by)>1)
	return(sapply(shift_by,shift, x=x))
    out<-NULL
    abs_shift_by=abs(shift_by)
    if (shift_by > 0 )
	out<-c(tail(x,-abs_shift_by),rep(NA,abs_shift_by))
    else if (shift_by < 0 )
	out<-c(rep(NA,abs_shift_by), head(x,-abs_shift_by))
    else
	out<-x
    out
}

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of saraberta
Sent: Wednesday, July 25, 2012 4:10 AM
To: r-help at r-project.org
Subject: [R] lagged variables

hi guys,
i have some trouble in creating lagged variables to use as external
regressors.
i'm trying to use lag(x) but it gives me as result the same time series
(x), adding this part at the end:

attr(,"tsp")
[1]    0 2323    1

where do i wrong?are there other functions to be used?
thanks
sara




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