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

[Pascal Oettli]

Hi,

You probably missed the "na.pad" argument of the "lag" function (for
zoo objects).
?zoo:::lag.zoo

Regards,
Pascal

On Wed, Oct 15, 2014 at 6:00 PM, jpm miao <miaojpm at gmail.com> wrote:
> Hi,
>    I could not find a nice lag operator on zoo object. Perhaps there is,
> but I just couldn't find it. 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. My code could work, but is not polished.
> 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]]
>
> ______________________________________________
> 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.



-- 
Pascal Oettli
Project Scientist
JAMSTEC
Yokohama, Japan