On Wed, Jul 21, 2010 at 10:50 AM, Gabor Grothendieck
<ggrothendi...@gmail.com> wrote:
> On Wed, Jul 21, 2010 at 10:14 AM, Dimitri Liakhovitski
> <dimitri.liakhovit...@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))
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