Comments (2)
lag(x, k=-1) would introduce look-ahead bias.
Is that what you want?
lag.xts lags a timeseries in the correct direction, and defaults to 1, so it will always lag 'back' from the current observation. lag in base R lags the wrong direction (for time series).
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Hello,
Sorry my bad.
While the supersmoother works perfectly well for xts type objects, it doesn't have the leading NAs for zoo type objects. hence I felt there was somehting wrong with the code.
Thanks,
Najmuddin
from dstrading.
Related Issues (2)
- R Version Compatibility HOT 2
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