Note that there is actually a good reason why this is so. ts can only represent regularly spaced series but the result of a subscripting operation might not be a regularly spaced series so you would not be able to guarantee that it could be a ts series as well. That's the reason for window.ts too since window.ts is constructed in such a way that the result is always a regular series so it can be presented as a ts object.
The reason that zoo and xts can handle this is that they work with irregularly spaced series and subscripting an irregularly spaced series always creates another. For example: library(zoo) z <- zoo(11:15) z[c(1, 3, 4)] The result of the last line is another zoo object but it would be impossible to do that with ts since the result in this case the result is irregularly spaced. On Fri, Oct 10, 2008 at 2:11 PM, Scotty Nelson <[EMAIL PROTECTED]> wrote: > > thanks. i'll try zoo or xts. ts is a p.i.t.a. > > > Gabor Grothendieck wrote: >> >> lag1resid is a time series, try >> >> str(residsq) >> str(lag1residsq) >> >> The problem is that when you subscript lag1resid you >> don't get a time series out from that. See ?window.ts >> or try the zoo or xts packages where subscripting of time >> series works. >> >> On Fri, Oct 10, 2008 at 1:27 PM, Scotty Nelson <[EMAIL PROTECTED]> >> wrote: >>> >>> I am trying to lag a time series. My data is in a matrix, but I coerce >>> it >>> into a ts object. >>> But when I lag it and then look at the result, nothing has changed. What >>> am >>> I doing wrong????? >>> >>> residsq<-resid^2 >>> residsq<-as.ts(residsq) >>> lag1residsq<-lag(residsq,-1) >>> >>>> residsq[1:5] >>> 1 2 3 4 5 >>> 87.759 329882.188 5325849.333 31512.334 70865.228 >>>> lag1residsq[1:5] >>> 1 2 3 4 5 >>> 87.759 329882.188 5325849.333 31512.334 70865.228 >>>> >>> >>> PS: I tried to lag the series manually using rbind(0, residsq), but the >>> result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ....] >>> WTF!!!! how do you stack 1 element onto another in R? >>> -- >>> View this message in context: >>> http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html >>> Sent from the R help mailing list archive at Nabble.com. >>> >>> ______________________________________________ >>> 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. >>> >> >> ______________________________________________ >> 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. >> >> > > -- > View this message in context: > http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19923295.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > ______________________________________________ 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.
