Re: [Rd] creating lagged variables

2007-12-13 Thread Gabor Grothendieck
The problem is the representation. If we transform it into a zoo time series, z, with one series per column and one time point per row then we can just merge the series with its lag. > DF <- data.frame(id = c(1, 1, 1, 2, 2, 2), time = c(1, 2, + 3, 1, 2, 3), value = c(-0.56047565, -0.23017749, 1.5

[Rd] creating lagged variables

2007-12-13 Thread Antonio, Fabio Di Narzo
Hi all. I'm looking for robust ways of building lagged variables in a dataset with multiple individuals. Consider a dataset with variables like the following: ## set.seed(123) d <- data.frame(id = rep(1:2, each=3), time=rep(1:3, 2), value=rnorm(6)) ## >d id time value 1 11 -0.56047565