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DataCombine (version 0.2.21)

shift: A function for creating lag and lead variables.

Description

The function shifts a vector up or down to create lag or lead variables. Note: your data needs to be sorted by date. The date should be ascending (i.e. increasing as it moves down the rows).

Usage

shift(VarVect, shiftBy, reminder = TRUE)

Arguments

VarVect
a vector you would like to shift (create lag or lead).
shiftBy
numeric value specifying how many rows (time units) to shift the data by. Negative values shift the data down--lag the data. Positive values shift the data up--lead the data.
reminder
logical. Whether or not to remind you to order your data by the GroupVar and time variable before running shift.

Value

a vector

Source

Largely based on TszKin Julian's shift function: http://ctszkin.com/2012/03/11/generating-a-laglead-variables/.

Details

shift a function for creating lag and lead variables, including for time-series cross-sectional data.

See Also

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