There is no defending software that has problems with a function as basic and as important as lagging a time series variable. The output from this use of lag() is literally unusable) (names like 'x.lag-1' which, when referenced, is interpreted as a subtraction and not a name. Lagging multiple zoo variables produces variables with *unusable names*. Lagging multiple xts variables produces variables with unintuitive names Lagging multiple ts variables can not be done. There are even more problems if you want to create lags of multiple variables. And these are problems with just lagging one variable at a time. The amount of time spent learning and working around these inconsistent behaviors is a huge waste. The base function lag() returns a lead by default For econometrics this has to be a deal breaker.Įxamples: The base function lag() will not work on xts objects By which I mean the poor functionality of the lag function in R is egregious and is especially prone to inconsistent behavior. I wouldn't say this in a general stats sub, but since we're in r/econometrics in particular, I have to say there is no way you can call R 'one of the better ones'. I've started teaching myself R since it's one of the better ones

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