Hello,
I am writing codes for time series computation but encountering some
problems
Given the quarterly data from 1983Q1 to 1984Q2
PI1<-ts(c(2.747365190,2.791594762, -0.009953715, -0.015059485,
-1.190061246, -0.553031799, 0.686874720, 0.953911035),
start=c(1983,1), frequency=4)
> PI1
Qtr1 Qtr2 Qtr3 Qtr4
1983 2.747365190 2.791594762 -0.009953715 -0.015059485
1984 -1.190061246 -0.553031799 0.686874720 0.953911035
If I would like to create a time series vector containing the data in 4
quarters ahead
> PI4<-lag(PI1,4)> PI4 Qtr1 Qtr2 Qtr3 Qtr4
1982 2.747365190 2.791594762 -0.009953715 -0.015059485
1983 -1.190061246 -0.553031799 0.686874720 0.953911035
Confusingly, PI1[1] and PI4[1] are exactly the same! I usually would
like to calculate the difference between the vector of interest and the
corresponding values 4 quarters ahead, but it is zero!
> PI1[1][1] 2.747365> PI4[1][1] 2.747365
One remedy that comes into my mind is to use window,but a warning message
emerges
> PI4w<-window(PI4, start=start(PI1), end=end(PI1))Warning message:In
> window.default(x, ...) : 'end' value not changed> PI4w Qtr1
> Qtr2 Qtr3 Qtr4
1983 -1.1900612 -0.5530318 0.6868747 0.9539110
Similar problems happen with the usage of the function "diff", which
calculate the difference. I wonder if it is better to work with the dates
(1983Q1, 1983Q2,.....) directly?
If I want to write a loop, say, to conduct some computation from 1983Q1
to 2011Q4, the only way I know is to convert the dates to the ordinal
indices, 1, 2, 3...... Can we work with the dates? Is there any built-in
equality that provides the computation like
1983Q1 +1 equals 1983Q2?
In EViews, it is easy to do that. We can let %s run from 1983Q1 to
2011Q4, and he knows that 1983Q1+1 is exactly 1983Q2.
Thanks very much for your reply!
miao
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