On Wed, Jul 21, 2010 at 12:18 PM, Dimitri Liakhovitski
<dimitri.liakhovit...@gmail.com> wrote:
> 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?
>
It works for me. Here is the result. As we see
- the first 3 columns are lagged ahead so that they start at 1981
which is one year later than the original columns start,
- the second set of 3 columns are the originals so they start at 1980
- the last set of 3 columns are lagged so they start at 1979 which is
one year before the original columns start.
> set.seed(123)
> A <- data.frame(year=rep(c(1980:1984),3), group=
+ factor(sort(rep(1:3,5))), DV=c(rnorm(15)))
> library(zoo)
> z <- read.zoo(A, index = 1, split = "group", frequency = 1)
> z <- as.zooreg(z) ###
> lag(z, c(-1, 0, 1))
X1.lag.1 X2.lag.1 X3.lag.1 X1.lag0 X2.lag0 X3.lag0
1979 NA NA NA NA NA NA
1980 NA NA NA -0.56047565 1.7150650 1.2240818
1981 -0.56047565 1.7150650 1.2240818 -0.23017749 0.4609162 0.3598138
1982 -0.23017749 0.4609162 0.3598138 1.55870831 -1.2650612 0.4007715
1983 1.55870831 -1.2650612 0.4007715 0.07050839 -0.6868529 0.1106827
1984 0.07050839 -0.6868529 0.1106827 0.12928774 -0.4456620 -0.5558411
1985 0.12928774 -0.4456620 -0.5558411 NA NA NA
X1.lag1 X2.lag1 X3.lag1
1979 -0.56047565 1.7150650 1.2240818
1980 -0.23017749 0.4609162 0.3598138
1981 1.55870831 -1.2650612 0.4007715
1982 0.07050839 -0.6868529 0.1106827
1983 0.12928774 -0.4456620 -0.5558411
1984 NA NA NA
1985 NA NA NA
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