[R] Lags and Differences of zoo Objects

pdb philb at philbrierley.com
Sat Jul 31 07:44:22 CEST 2010


Thanks for the response.

I can figure out the 'lag' parameter to the function, but I dont understand
the 'differences' parameter.

differences - an integer indicating the order of the difference

What does the 'order of the difference' mean in English?

How are these numbers calculated?

> x <- iris
> x$Species = NULL
> x$Petal.Width = NULL
> x$Sepal.Width = NULL
> x$Sepal.Length = NULL
> 
> x <- zoo(x)
> 
> x <- 
+ merge(orig = x
+ ,l1d1 = diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad =
TRUE)
+ ,l1d2 = diff(x, lag = 1, differences = 2, arithmetic = TRUE, na.pad =
TRUE)
+ ,l2d1 = diff(x, lag = 2, differences = 1, arithmetic = TRUE, na.pad =
TRUE)
+ ,l2d2 = diff(x, lag = 2, differences = 2, arithmetic = TRUE, na.pad =
TRUE)
+ )
> 
> x
    Petal.Length.orig Petal.Length.l1d1 Petal.Length.l1d2 Petal.Length.l2d1
Petal.Length.l2d2
1                 1.4                NA                NA                NA               
NA
2                 1.4               0.0                NA                NA               
NA
3                 1.3              -0.1     -1.000000e-01              -0.1               
NA
4                 1.5               0.2      3.000000e-01               0.1               
NA
5                 1.4              -0.1     -3.000000e-01               0.1     
2.000000e-01
6                 1.7               0.3      4.000000e-01               0.2     
1.000000e-01
7                 1.4              -0.3     -6.000000e-01               0.0    
-1.000000e-01
8                 1.5               0.1      4.000000e-01              -0.2    
-4.000000e-01
9                 1.4              -0.1     -2.000000e-01               0.0     
0.000000e+00
10                1.5               0.1      2.000000e-01               0.0     
2.000000e-01
11                1.5               0.0     -1.000000e-01               0.1     
1.000000e-01
12                1.6               0.1      1.000000e-01               0.1     
1.000000e-01
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