[R] The opposite of "lag"

Dimitri Liakhovitski dimitri.liakhovitski at gmail.com
Wed Jul 21 18:18:41 CEST 2010


Sorry, I don't think it's working.
the last 3 columns (on the right) of result contain the original data
of each group.
But there is no shift at all. I am trying to reach the following
result for each group: The first number disappears and at the bottom
an NA appears.
Is it possible?

On Wed, Jul 21, 2010 at 12:12 PM, Dimitri Liakhovitski
<dimitri.liakhovitski at gmail.com> wrote:
> Never mind- I figured it out:
>
> A
> library(zoo)
> z <- read.zoo(A, index = 1, split = "group", frequency = 1)
> z <- as.zooreg(z) ###
> result<-lag(z, c(-1, 0, 1))
> A
> result
>
> Thank you very much!
>
> On Wed, Jul 21, 2010 at 12:08 PM, Dimitri Liakhovitski
> <dimitri.liakhovitski at gmail.com> wrote:
>> Thank you, Gabor, but sorry - what is the exact order of those rows again?
>> Thank you!
>> Dimitri
>>
>> On Wed, Jul 21, 2010 at 11:59 AM, Gabor Grothendieck
>> <ggrothendieck at gmail.com> wrote:
>>> On Wed, Jul 21, 2010 at 10:50 AM, Gabor Grothendieck
>>> <ggrothendieck at gmail.com> wrote:
>>>> On Wed, Jul 21, 2010 at 10:14 AM, Dimitri Liakhovitski
>>>> <dimitri.liakhovitski at gmail.com> wrote:
>>>>> Hello!
>>>>>
>>>>> I have a data frame A (below) with a grouping factor (group). I take
>>>>> my DV and create the new, lagged DV by applying the function lag.it
>>>>> (below). It works fine.
>>>>>
>>>>> A <- data.frame(year=rep(c(1980:1984),3), group=
>>>>> factor(sort(rep(1:3,5))), DV=c(rnorm(15)))
>>>>> lag.it <- function(x) {
>>>>>  DV <- ts(x$DV, start = x$year[1])
>>>>>  idx <- seq(length = length(DV))
>>>>>  DVs <- cbind(DV, lag(DV, -1))[idx,]
>>>>>  out<-cbind(x, DVs[,2])  # wages[,2]
>>>>>   names(out)[length(out)]<-"DV.lag"
>>>>>   return(out)
>>>>> }
>>>>> A
>>>>> A.lagged <- do.call("rbind", by(A, A$group, lag.it))
>>>>> A.lagged
>>>>>
>>>>>
>>>>> Now, I am trying to create the oppostive of lag for DV (should I call
>>>>> it "lead"?)
>>>>> I tried exactly the same as above, but with a different number under
>>>>> lag function (below), but it's not working. I am clearly doing
>>>>> something wrong. Any advice?
>>>>> Thanks a lot!
>>>>>
>>>>>
>>>>> lead.it <- function(x) {
>>>>>  DV <- ts(x$DV, start = x$year[1])
>>>>>  idx <- seq(length = length(DV))
>>>>>  DVs <- cbind(DV, lag(DV, 2))[idx,]
>>>>>  out<-cbind(x, DVs[,2])
>>>>>   names(out)[length(out)]<-"DV.lead"
>>>>>   return(out)
>>>>> }
>>>>> A
>>>>> A.lead <- do.call("rbind", by(A, A$group, lead.it))
>>>>> A.lead
>>>>>
>>>>
>>>> Try this:
>>>>
>>>> library(zoo)
>>>> z <- read.zoo(A, index = 1, split = "group", frequency = 1)
>>>> lag(z, c(-1, 0, 1))
>>>>
>>>
>>> The ### line was missing:
>>>
>>> library(zoo)
>>> z <- read.zoo(A, index = 1, split = "group", frequency = 1)
>>> z <- as.zooreg(z) ###
>>> lag(z, c(-1, 0, 1))
>>>
>>
>>
>>
>> --
>> Dimitri Liakhovitski
>> Ninah Consulting
>> www.ninah.com
>>
>
>
>
> --
> Dimitri Liakhovitski
> Ninah Consulting
> www.ninah.com
>



-- 
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com



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