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question on lag.zoo
3 messages · Bo Zhou, Gabor Grothendieck
Its a FAQ. x is of class "zoo" but z is of class "zooreg" so one is using
zoo.lag and the is using zooreg.lag. See question #6 in the zoo FAQ:
vignette("zoo-faq")
and also
?lag.zoo
On Sun, Mar 2, 2008 at 9:12 AM, Bo Zhou <bozhou1981 at hotmail.com> wrote:
Hi Guys, I'm using zoo package now. I found lag is not doing what I assumed.
x <- zoo(11:21) z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4) x
1 2 3 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 18 19 20 21
lag(x)
1 2 3 4 5 6 7 8 9 10 12 13 14 15 16 17 18 19 20 21
z
1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
1 2 3 4 5 6 7 8 9 10
lag(z)
1959 Q1 1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2
1 2 3 4 5 6 7 8 9 10
Why z and lag (z) are of same length while lag(x) is shorter by one than x?
I assume lag(z) would give me like this:
1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
2 3 4 5 6 7 8 9 10
ie preserve the relationship between timestamp and the value.
Same things applies to lag(x) but I guess both make sense:
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
or
2 3 4 5 6 7 8 9 10 11
12 13 14 15 16 17 18 19 20 21
Any insight?
Cheers,
Bo
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On Sun, Mar 2, 2008 at 9:28 AM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
Its a FAQ. x is of class "zoo" but z is of class "zooreg" so one is using
That should be lag.zooreg
zoo.lag and the is using zooreg.lag. See question #6 in the zoo FAQ:
vignette("zoo-faq")
and also
?lag.zoo
On Sun, Mar 2, 2008 at 9:12 AM, Bo Zhou <bozhou1981 at hotmail.com> wrote:
Hi Guys, I'm using zoo package now. I found lag is not doing what I assumed.
x <- zoo(11:21) z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4) x
1 2 3 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 18 19 20 21
lag(x)
1 2 3 4 5 6 7 8 9 10 12 13 14 15 16 17 18 19 20 21
z
1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
1 2 3 4 5 6 7 8 9 10
lag(z)
1959 Q1 1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2
1 2 3 4 5 6 7 8 9 10
Why z and lag (z) are of same length while lag(x) is shorter by one than x?
I assume lag(z) would give me like this:
1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
2 3 4 5 6 7 8 9 10
ie preserve the relationship between timestamp and the value.
Same things applies to lag(x) but I guess both make sense:
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
or
2 3 4 5 6 7 8 9 10 11
12 13 14 15 16 17 18 19 20 21
Any insight?
Cheers,
Bo
_________________________________________________________________
[[elided Hotmail spam]]
[[alternative HTML version deleted]]
______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.