[R] Lag Function

Gabor Grothendieck ggrothendieck at gmail.com
Mon Mar 22 17:47:08 CET 2010


It seems to mean that it adds a Tsp attribute but it does not change
the class to "ts":

> dput(lag(1:3))
structure(1:3, .Tsp = c(0, 2, 1))

Try this:

> ts(1:3) - structure(lag(1:3), class = "ts")
Time Series:
Start = 1
End = 2
Frequency = 1
[1] -1 -1

or

> ts(1:3) - lag(ts(1:3))
Time Series:
Start = 1
End = 2
Frequency = 1
[1] -1 -1



On Mon, Mar 22, 2010 at 12:15 PM, Downey, Patrick <PDowney at urban.org> wrote:
> Can anyone tell me what's going on here?
>
> x <- matrix(data=c(1,2,3,4,5),ncol=1)
> x1 <- lag(x,k=1)
> x
> x1
> x - x1
>
> That's with x specified as a column vector, but the same thing happens when
> it's a row vector.
>
> x <- c(1,2,3,4,5)
> x1 <- lag(x,k=1)
> x
> x1
> x - x1
>
> When the documentation says "Vector or matrix arguments x are coerced to
> time series." What does that mean?
>
> Thank you,
> Mitch
>
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