[R] Lag() and lag()

lornyi jia_yilan at hotmail.com
Tue Jan 10 04:21:50 CET 2012


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 interested in these functions?



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