Lag function

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Lag function

Edoardo Silvestri
I have an hourly database and I defined a variable as follows:
time<-ts(data$variable, frequency=24)

If i need to create the variables with one day lag, the corresponding
command is lag(time,24)?

Thank you

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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.
Reply | Threaded
Open this post in threaded view
|

Re: Lag function

Bert Gunter-2
Well, maybe. Whether it's +24 or -24 depends on what you mean by "one day
lag." I suspect you mean -24, but perhaps this will help you decide:

test <- ts(1:72, frequency = 24)
plot(lag(test,24))
plot(lag(test,-24))

Note that the +24 moves the time base back 24 observable units (= hours)
and -24 moves it forward 24 hours. This means that the day 2 observations
are those from day 1, etc., which is usually what is wanted for lag. But
you decide.

Cheers,
Bert



Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Tue, Aug 7, 2018 at 7:47 AM, Edoardo Silvestri <
[hidden email]> wrote:

> I have an hourly database and I defined a variable as follows:
> time<-ts(data$variable, frequency=24)
>
> If i need to create the variables with one day lag, the corresponding
> command is lag(time,24)?
>
> Thank you
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> 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.
>

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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.