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ince
2012 Jan 10
1
Lag() and lag()
lag is a very confusing function
i try to plot lag(x,-h) and y , the results are the same figures for all the
h lags.
then i saw online people use lag(x,-h) as xreg in arima
that won't work in my eyes if lag function is consistent, isnce it returns
the same value for all the lags
i don't know in which occasion people will use this function
besides I suppose Lag(x,h) is the same as lag(x,-h) when doing regression,
so include xreg=Lag(x,h) and xreg=lag(x,-h) in both models
but the results are not the same
is there anyone intere...