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-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of saraberta
Sent: Wednesday, July 25, 2012 4:10 AM
To: r-help@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
--
View this message in context:
http://r.789695.n4.nabble.com/lagged-variables-tp4637734.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
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.
______________________________________________
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.
