On Sun, Dec 26, 2010 at 8:49 AM, Christian Schoder <schoc...@newschool.edu> wrote: > Dear R-users, > > I've been using R for a while and I am very satisfied! Unfortunately, I > still have not figured out an efficient and general way to construct and > use lags of time series, especially when I need to work with different > packages. > > Let me give an example. I have two time series x and y and I want to > estimate a variaty of distributed lags models and run different tests > (autocorrelation, etc). It is obvious that I need to be able to lag x > and y in a flexible way. So far, my temporary solution was to construct > the lags manually (x1,..,xn and y1,..,yn) in a spreadsheet and import it > to R, which is not very satisfactory because it does not allow for much > flexibility. > > Is there a straighforward command which allows me to easily construct a > lag > Perhaps ?diff.
Liviu > when required and which allows me to, for example, use the lm() > command to fit a dynamic model and the bgtest() command to perform the > breusch-godfrey test on the same model? > > Is it adviseable to use time series objects which consist of many time > series (like a dataframe) or is it better to have it contain only one > time series? > > I would be grateful for any hints and links. > > Thx! > Christian > > ______________________________________________ > 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. > -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail ______________________________________________ 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.