On Wed, Sep 9, 2009 at 11:09 AM, Achim Zeileis <achim.zeil...@wu-wien.ac.at> wrote: > On Wed, 9 Sep 2009, Mark Knecht wrote: > >> Sometimes it's the simple things... >> >> Why doesn't this lag X$x by 3 and place it in X$x1? > > It does. > >> (i.e. - Na's in the first 3 rows and then values showing up...) > > Because this is not how the "ts" class handles lags. > > What happens is that X$x is transformed to "ts" > as.ts(X$x) > which is now a regular series with frequency 1 starting at 1 and ending at > 10. If you apply lag(), the data is not modified at all, just the time index > is shifted > lag(as.ts(X$x), 3) > Thus it does not create any NAs or - even worse - throws away observations > (which is not necessary because the frequency time series is known and the > time index can be extended). > > BTW: You almost surely wanted lag(..., -3). Personally, I also don't find > this intuitive but it's how things are (as documented on the man page). > >> The help page does talk about time series. If lag doesn't work on >> data.frame columns then what would be the right function to use to lag >> by a variable amount? > > That depends what you want to do. If your data really is a time series, then > using a time series class (such as "ts", or "zoo" etc.) would probably be > preferable. This would probably also get you further benefits for data > processing. > > If for some reason you can't do that, it shouldn't be too difficult to write > a function that does what you want for your personal use > mylag <- function(x, k) c(rep(NA, k), x[1:(length(x)-k)]) > which assumes that k is a positive integer and length(x) > k. > > Best, > Z > >
Thank you very much for the explanation. It is helpful. I think the function is probably the best answer for me short-term as I don't know much about time series - I need to learn - and I have a lot of data.frames where the function can help. Over time if I learn about ts and zoo maybe that will make my code a bit better. Thanks, Mark ______________________________________________ R-help@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.
