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lag2
2005 Apr 26
1
Time alignment of time series
One thing that has given me trouble is the fact that the time series
implementation in the class ts relies on the concept of a "start" to
the time series. For example, if I have
ts1 <- ts(c(1,2,3))
dts1 <- diff(ts1)
then dts1 will be a vector c(1,1) but with the attribute start = 2.
Similarly, when one takes lags the "start" is moved around and the
underlying vector