Dear all,
Before I file this as a bug, I wanted to check if I didn't miss something.
The help page of lag() says that the function returns a time series object.
It actually does return something that looks like a ts object (the
attribute tsp is set). But when using a vector, the class "ts" is not added
to the result:
> avec <- 1:10
> lag(avec)
[1] 1 2 3 4 5 6 7 8 9 10
attr(,"tsp")
[1] 0 9 1
> as.ts(lag(avec))
Time Series:
Start = 0
End = 9
Frequency = 1
[1] 1 2 3 4 5 6 7 8 9 10
> class(lag(avec))
[1] "integer"
> class(as.ts(lag(avec)))
[1] "ts"
Am I missing something, or would the lag() function benefit from a small
adjustment :
function (x, k = 1, ...)
{
if (k != round(k)) {
k <- round(k)
warning("'k' is not an integer")
}
x <- hasTsp(x)
p <- tsp(x)
tsp(x) <- p - (k/p[3L]) * c(1, 1, 0)
as.ts(x) # adjusted, was simply x before
}
Cheers
Joris
--
Joris Meys
Statistical consultant
Ghent University
Faculty of Bioscience Engineering
Department of Mathematical Modelling, Statistics and Bio-Informatics
tel : +32 9 264 59 87
joris.m...@ugent.be
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