If you really want DCred1, DCred2, etc, you'll need to use assign() and
paste() within your loop. But he's a more R-ish way:
# Differences of Cred
DCred <- list()
for(i in 1:5){
print(DCred[[i]]<- diff(DCred, lag=i, difference=1))
}
DCred[[1]]
Sarah
On Friday, June 15, 2012, Lekgatlhamang, lexi Setlhare wrote:
> Dear R Users,
> Sorry for what seems like I am re-posting. When I was typing my initial
> posting, I intended to copy and paste the commands from my script, but
> ended up forgetting. I am now pasting the commands in this email.NB: Below
> is a copy of 'all' the relevant commands in my script
>
> ##################################################
> data<- read.table("C:\\myfiles\\from drive D\\myfiles 080208\\An R Test
> folder\\Dataset2a.csv", head=TRUE, sep=",")
> str(data)
> data
>
> # Extract the variables in data, rename and difference them
>
> Cred <- ts(data[, 2], frequency=12, start=c(2001, 1)) # Cred denotes Credit
>
> # Differences of Cred
> DCred<- diff(Cred, difference=1)
> DCred
> for(i in 1:5){
> print(DCred[i]<- diff(DCred, lag=i, difference=1))
>
> }
>
> DCred[1]
>
> DCred[2]
>
> DCred[3]
>
> ################################################
> Thanks Lexi
>
>
> ________________________________
>
> To: "r-help@r-project.org <javascript:;>" <r-help@r-project.org<javascript:;>
> >
> Sent: Friday, June 15, 2012 11:39 AM
> Subject: Help with Sequential Differencing
>
>
>
>
> Dear R Users,
>
> I have struggled with the following problem for days, which I thought was
> simple, although it would likely be basic to most of you.
> I am working with time series data.
> In my script, my intention is to create first differences of the variables
> in the file so that I end up estimating an equation of the form:
> DCred(t) =c +
> DCred(t-1)+DCred(t-2)+...+DBoB(t)+DBoB(t-1)+DBoB(t-2)+...+Drvr(t)+Drvr(t-1)+Drvr(t-2)+...+e(t)
>
> Where D at the beginning of each variable represents 'change', for first
> difference and e(t) is the error term.
> Now I am trying to use loops to calculate 5 lagged first-differences of
> each variable in the dataset - e.g., DCred(t-1), DCred(t-2), ...,
> DCred(t-5).
> Example:
> # Differences of Cred
> DCred<- diff(Cred, difference=1)
> DCred
> for(i in 1:5){
> print(DCred[i]<- diff(DCred, lag=i, difference=1))
> }
> After I calculated the contemporaneous first difference DCred, this loop
> is meant to compute the subsequent first differences of the same variable;
> i.e., DCred(t-1) and call it DCred1, DCred(t-2) and call it DCred2, ... and
> DCred(t-5) and call it DCred5.
> The loop works, at least I think so. But now after the loop has executed,
> when I type DCred1[1] (which I thought would give me the first value in the
> series for DCred(t-1)), called DCred1, I get a message "object 'DCred1' not
> found". Similarly typing Dcred1[2] (which I thought would give the second
> value of DCred(t-1)), ie., the second value of DCred1, gives "object
> DCred1[2] not found", etc.
> A copy of the commands and error messages is below:
> > DCred1[1]
> Error: object 'DCred1' not found
> > DCred1[2]
> Error: object 'DCred1' not found
>
> How can I solve this problem? Thank you kindly for your time.
> [[alternative HTML version deleted]]
>
>
--
Sarah Goslee
http://www.stringpage.com
http://www.sarahgoslee.com
http://www.functionaldiversity.org
[[alternative HTML version deleted]]
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