[R] lagged variables
Federman, Douglas
Douglas.Federman at utoledo.edu
Wed Jul 25 19:43:52 CEST 2012
There is a Lag function in Hmisc and I found this on StackExchange
shift <- function (x, shift_by) { #similar to lag function
stopifnot(is.numeric(shift_by))
stopifnot(is.numeric(x))
if (length(shift_by)>1)
return(sapply(shift_by,shift, x=x))
out<-NULL
abs_shift_by=abs(shift_by)
if (shift_by > 0 )
out<-c(tail(x,-abs_shift_by),rep(NA,abs_shift_by))
else if (shift_by < 0 )
out<-c(rep(NA,abs_shift_by), head(x,-abs_shift_by))
else
out<-x
out
}
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of saraberta
Sent: Wednesday, July 25, 2012 4:10 AM
To: r-help at r-project.org
Subject: [R] lagged variables
hi guys,
i have some trouble in creating lagged variables to use as external
regressors.
i'm trying to use lag(x) but it gives me as result the same time series
(x), adding this part at the end:
attr(,"tsp")
[1] 0 2323 1
where do i wrong?are there other functions to be used?
thanks
sara
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