time series - What is the use of as.numeric() in R? -
this ex.1 on page 252 in statistics , data analysis financial engineering ruppert:
this problem , next use crsp daily returns. first, data , plot acf in 2 ways:
library(ecdat) data(crspday) crsp=crspday[,7] acf(crsp) acf(as.numeric(crsp))
explain “lag” means in 2 acf plots. why lag differ between plots?
i have run code , got 2 acf plots:
it seems x-axis tags of these plots different. why that? whst use of as.numeric in case? much!
@jeremy miles correct.
there many breeds of data. simple ones integers, binary (t/f) variables, character arrays, , double-precision numbers. r has entire zoos (pun intended) of other breeds , forms of data. 1 of them "time series".
you can verify "crsp" time series object using class function:
class(crsp)
if want determine methods apply class, use "methods" function:
> methods(class=class(crsp)) [1] [.ts* [<-.ts* aggregate.ts as.data.frame.ts [5] cbind.ts* cycle.ts* diff.ts* diffinv.ts* [9] kernapply.ts* lines.ts* monthplot.ts* na.omit.ts* [13] ops.ts* plot.ts print.ts* t.ts* [17] time.ts* window.ts* window<-.ts*
now if want compare "numeric" object, use "as.numeric".
> class(as.numeric(crsp)) [1] "numeric"
you can see difference in available methods:
one of features of time series time values hidden inside of it. when convert numeric, trade away row indices.
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