From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Tue 26 Apr 2005 - 11:41:46 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 26 11:47:16 2005

Date: Tue 26 Apr 2005 - 11:41:46 EST

On 4/25/05, Fernando Saldanha <fsaldan1@gmail.com> wrote:

*>
*

> One thing that has given me trouble is the fact that the time series

*> implementation in the class ts relies on the concept of a "start" to
**> the time series. For example, if I have
**>
**> ts1 <- ts(c(1,2,3))
**>
**> dts1 <- diff(ts1)
**>
**> then dts1 will be a vector c(1,1) but with the attribute start = 2.
**>
**> Similarly, when one takes lags the "start" is moved around and the
**> underlying vector itself is left untouched.
**>
**> Now, data frames seem to be able to deal with this. That is, if I do
**> regressions involving these time series objects the data is correctly
**> aligned. However, for some functions, like for example pairs() the
**> data is misaligned. For example, if I call pairs with a series and
**> itself lagged once and twice as the three arguments I only get points
**> in the diagonals. The start attribute is ignored.
**>
**> Is there a simple way to avoid this problem? That is, is there a way
**> to keep the data aligned by having functions take the start attribute
**> into account?
*

Bind your series, x, together with its lags to produce xx and then
work with xx:

x <- ts(seq(10)^2) # test data

xx <- cbind(x = x, lagx = lag(x), lag2x = lag(x,2))
Depending on what you are doing you may or may not need to remove the
NAs that are generated from this:

xx.na <- na.omit(xx)

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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 26 11:47:16 2005

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