Hi folks!
How do I extract lags from a formula? An example:
mod.eq-formula(x~lag(x,-1)+lag(x,-2))
mod.eq
x ~ lag(x, -1) + lag(x, -2)
mod.eq[1]
~()
mod.eq[2]
x()
mod.eq[3]
lag(x, -1) + lag(x, -2)()
I'm trying to extract the lags into a vector that would be simply [1,2].
How
On Fri, May 2, 2008 at 1:35 PM, Kerpel, John [EMAIL PROTECTED] wrote:
Hi folks!
How do I extract lags from a formula? An example:
mod.eq-formula(x~lag(x,-1)+lag(x,-2))
mod.eq
x ~ lag(x, -1) + lag(x, -2)
mod.eq[1]
~()
mod.eq[2]
x()
mod.eq[3]
lag(x, -1) +
If x is a zoo object note that zoo (and therefore dyn) allows the more compact
form lag(x, -(1:2)) so if we write:
mod.eq - x ~ lag(x, -(1:2))
then mod.eq[[3]][[3]] is the vector -(1:2) or if you like you can define
Lag - function(x, k) lag(x, -k) in which case you can write it:
mod.eq - x ~
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