Hi ,
I have a zoo object with several rows fx, r3m, etc. I would like to
create in the zoo object the lag of one column. One thing I can think of is
to create the lag first and then merge it into the original zoo object,
which is tedious. Can I add an NA column to the zoo object first and then
put the lag into the NA column? Thanks!
datz<-zoo(dat, dat[,"date1"])
fxlag3m<-lag(datz[,"fx"], -65, na.pad=TRUE)
datz<-merge(datz, fxlag3m)
> head(datz)
date fx r3m r6m r1y date1 fxlag3m
2009-01-01 2009-01-01 90.90 -7.3500 -7.8500 -8.3000 2009-01-01 <NA>
2009-01-02 2009-01-02 91.16 -7.3458 -8.0487 -8.4645 2009-01-02 <NA>
2009-01-05 2009-01-05 93.19 -6.9000 -7.6000 -8.2500 2009-01-05 <NA>
2009-01-06 2009-01-06 93.97 -6.7000 -7.3500 -8.0500 2009-01-06 <NA>
2009-01-07 2009-01-07 93.23 -6.3500 -7.1000 -7.7000 2009-01-07 <NA>
2009-01-08 2009-01-08 91.63 -6.6500 -7.3500 -7.8000 2009-01-08 <NA>
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