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)
}
}
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and provide commented, minimal, self-contained, reproducible code.
