Hi, I could not find a nice lag operator on zoo object. Perhaps there is, but I just couldn't find it. Basically I want the operator to return the lagged zoo object (with one or more variables ) with the original date. For example, if I write lag(x, -3), then I got the lagged series, but the first three observations are deleted. My code could work, but is not polished. Someone helps or comments?
lagzoo<-function(x, lag_n) { if(is.zoo(x)==FALSE) { stop("zoo objects for lagzoo, please") } if(ncol(x)==1) { y<-x t<-time(x) n<-length(t) y[(lag_n+1):n]<-x[1:(n-lag_n)] y[1:lag_n]<-NA return(y) } else { y<-x n<-nrow(x) y[(lag_n+1):n,]<-x[1:(n-lag_n),] y[1:lag_n,]<-NA return(y) } } [[alternative HTML version deleted]] ______________________________________________ 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.