Full_Name: Hannu Kahra Version: 1.0.0 OS: Windows Submission from: (NULL) (153.1.50.127) x1 <- lag(x, k=1) returns the original series x. The time series is not shiftet at all. Only the time is shiftet: for x1 new start = old start -1 and new end = old end -1. When I run, e.g. lm(x~x1) the result is not what I expect. Both x and x1 are time series. Is this a bug or am I forgetting something? Regards Hannu Kahra -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
lag (PR#491)
6 messages · kthaka@uta.fi, Brian Ripley, Erich Neuwirth +2 more
On Fri, 17 Mar 2000 kthaka@uta.fi wrote:
Full_Name: Hannu Kahra Version: 1.0.0 OS: Windows Submission from: (NULL) (153.1.50.127) x1 <- lag(x, k=1) returns the original series x. The time series is not shiftet at all. Only the time is shiftet: for x1 new start = old start -1 and new end = old end -1. When I run, e.g. lm(x~x1) the result is not what
So that is _not_ the original series!
I expect. Both x and x1 are time series. Is this a bug or am I forgetting something?
Your description is exactly as documented:
Lag a Time Series
Description:
Computed a lagged version of a time series, shifting the time base
back by `k' observations.
[Please read the documentation before submitting a bug report. The FAQ
tells you what a bug is.]
Don't apply regression (a non-time-series technique) to time series, and
expect the implicit conversion to vectors to preserve the time alignment.
Do something like
library(ts)
data(lh)
df <- cbind(x=lh, x1 =lag(lh, 1))
lm(x ~ x1, data=df)
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
here is another thing on my relatively standard solaris 7 configuration i had to put LIB="-lnsl -lsocket" in config.site perhaps this can be done by configure automatically, if gcc is found? -- Erich Neuwirth, Computer Supported Didactics Working Group Visit our SunSITE at http://sunsite.univie.ac.at Phone: +43-1-4277-38624 Fax: +43-1-4277-9386 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Fri, 17 Mar 2000, Erich Neuwirth wrote:
here is another thing on my relatively standard solaris 7 configuration i had to put LIB="-lnsl -lsocket" in config.site perhaps this can be done by configure automatically, if gcc is found?
On my Solaris 7 configuration it is looked for automatically with either cc or gcc. The check is part of X_EXTRA_LIBS If we are going to configure --without-x it would need to be checked for. -thomas Thomas Lumley Assistant Professor, Biostatistics University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Thomas Lumley writes:
On Fri, 17 Mar 2000, Erich Neuwirth wrote:
here is another thing on my relatively standard solaris 7 configuration i had to put LIB="-lnsl -lsocket" in config.site perhaps this can be done by configure automatically, if gcc is found?
On my Solaris 7 configuration it is looked for automatically with either cc or gcc. The check is part of X_EXTRA_LIBS
If we are going to configure --without-x it would need to be checked for.
I think we need to test for socket functionality, both for header files and libraries. Let me see if I can come up with such a test ... Where did sock.c && friends come from? -k -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Fri, 17 Mar 2000, Kurt Hornik wrote:
Thomas Lumley writes:
On Fri, 17 Mar 2000, Erich Neuwirth wrote:
here is another thing on my relatively standard solaris 7 configuration i had to put LIB="-lnsl -lsocket" in config.site perhaps this can be done by configure automatically, if gcc is found?
On my Solaris 7 configuration it is looked for automatically with either cc or gcc. The check is part of X_EXTRA_LIBS
If we are going to configure --without-x it would need to be checked for.
I think we need to test for socket functionality, both for header files and libraries. Let me see if I can come up with such a test ... Where did sock.c && friends come from?
They're based on Luke's socket code for xlispstat. -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._