Hi Guys,
I'm using zoo package now. I found lag is not doing what I assumed.
> x <- zoo(11:21)
> z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4)
> x
1 2 3 4 5 6 7 8 9 10 11
11 12 13 14 15 16 17 18 19 20 21
> lag(x)
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
> z
1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
1 2 3 4 5 6 7 8 9 10
> lag(z)
1959 Q1 1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2
1 2 3 4 5 6 7 8 9 10
Why z and lag (z) are of same length while lag(x) is shorter by one than x?
I assume lag(z) would give me like this:
1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4 1961 Q1 1961 Q2 1961 Q3
2 3 4 5 6 7 8 9 10
ie preserve the relationship between timestamp and the value.
Same things applies to lag(x) but I guess both make sense:
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
or
2 3 4 5 6 7 8 9 10 11
12 13 14 15 16 17 18 19 20 21
Any insight?
Cheers,
Bo
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