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2016 Apr 08
0
Is this a bug in quantmod::OpCl?
...ag(minute.data) > The result of the above command only has 1 column, though the input data has 5 columns. So it's "OK" in the sense that it doesn't throw an error, but the output is a bit surprising. > # error > Lag(minute.data.xts) > Looks like a different bug. The 11x5 matrix is being converted to a 55-element vector, and that vector is used to attempt to create an xts object with an 11-element index. > And lag shifts in the opposite direction! > Yes, that's the default behavior of stats::lag, and zoo::lag.zoo follows that convention for consistency....