[R] lag operator on a zoo object - code sharing

[Achim Zeileis]

On Wed, 15 Oct 2014, jpm miao wrote:

> Hi,
>   I could not find a nice lag operator on zoo object. Perhaps there is,
> but I just couldn't find it.

See ?lag.zoo.

> Basically I want the operator to return the
> lagged zoo object (with one or more variables ) with the original date. For
> example, if I write lag(x, -3), then I got the lagged series, but the first
> three observations are deleted.

Set na.pad = TRUE.

> My code could work, but is not polished.

Yes, the ncol() does not work on vectors without dim and leads cannot be 
computed.

> Someone helps or comments?
>
>
> lagzoo<-function(x, lag_n)
> {
>
>  if(is.zoo(x)==FALSE)
>  {
>    stop("zoo objects for lagzoo, please")
>  }
>  if(ncol(x)==1)
>  {
>    y<-x
>  t<-time(x)
>  n<-length(t)
>
>  y[(lag_n+1):n]<-x[1:(n-lag_n)]
>  y[1:lag_n]<-NA
>  return(y)
>  }
>  else
>  {
>    y<-x
>    n<-nrow(x)
>    y[(lag_n+1):n,]<-x[1:(n-lag_n),]
>    y[1:lag_n,]<-NA
>    return(y)
>  }
> }
>
> 	[[alternative HTML version deleted]]
>
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