Hey all,
Correct me if I'm wrong but, the 'stats' package has a lag() function
like so
lagged.series=lag(series,number of lags wanted)
Furthermore, I am pretty sure that lag( ) accepts negative lags:=>
leads.
lag(x,1)=> object of one lag, lag(x,-1) object with one
lead.
Hope this answers your question,
Ken
On Thu, Aug 4, 2011 at 4:19 PM, Dimitri Liakhovitski <
dimitri.liakhovit...@gmail.com> wrote:
> Thanks a lot for the recommendations - some of them I am implementing
> already.
>
> Just a clarification:
> the only reason I try to compare things to SPSS is that I am the only
> person in my office using R. Whenever I work on an R code my goal is
> not just to make it work, but also to "boast" to the SPSS users that
> it's much easier/faster/niftier in R. So, you are preaching to the
> choir here.
>
> Dimitri
>
>
> On Thu, Aug 4, 2011 at 4:02 PM, Joshua Wiley <jwiley.ps...@gmail.com>
> wrote:
> >
> >
> > On Aug 4, 2011, at 11:46, Dimitri Liakhovitski <
> dimitri.liakhovit...@gmail.com> wrote:
> >
> >> Thanks a lot, guys!
> >> It's really helpful. But - to be objective- it's still quite a few
> >> lines longer than in SPSS.
> >
> > Not once you've sources the function! For the simple case of a vector,
> try:
> >
> > X <- 1:10
> > mylag2 <- function(X, lag) {
> > c(rep(NA, length(seq(lag))), X[-seq(lag)])
> > }
> >
> > Though this does not work for lead, it is fairly short. Then you could
> use the *apply family if you needed it on multiple columns or vectors.
> >
> > Cheers,
> >
> > Josh
> >
> >> Dimitri
> >>
> >> On Thu, Aug 4, 2011 at 2:36 PM, Daniel Nordlund <
> djnordl...@frontier.com> wrote:
> >>>
> >>>
> >>>> -----Original Message-----
> >>>> From: r-help-boun...@r-project.org [mailto:
> r-help-boun...@r-project.org]
> >>>> On Behalf Of Dimitri Liakhovitski
> >>>> Sent: Thursday, August 04, 2011 8:24 AM
> >>>> To: r-help
> >>>> Subject: [R] Efficient way of creating a shifted (lagged) variable?
> >>>>
> >>>> Hello!
> >>>>
> >>>> I have a data set:
> >>>> set.seed(123)
> >>>> y<-data.frame(week=seq(as.Date("2010-01-03"), as.Date("2011-01-
> >>>> 31"),by="week"))
> >>>> y$var1<-c(1,2,3,round(rnorm(54),1))
> >>>> y$var2<-c(10,20,30,round(rnorm(54),1))
> >>>>
> >>>> # All I need is to create lagged variables for var1 and var2. I looked
> >>>> around a bit and found several ways of doing it. They all seem quite
> >>>> complicated - while in SPSS it's just a few letters (like LAG()). Here
> >>>> is what I've written but I wonder. It works - but maybe there is a
> >>>> very simple way of doing it in R that I could not find?
> >>>> I need the same for "lead" (opposite of lag).
> >>>> Any hint is greatly appreciated!
> >>>>
> >>>> ### The function I created:
> >>>> mylag <- function(x,max.lag=1){ # x has to be a 1-column data frame
> >>>> temp<-
> >>>>
> as.data.frame(embed(c(rep(NA,max.lag),x[[1]]),max.lag+1))[2:(max.lag+1)]
> >>>> for(i in 1:length(temp)){
> >>>> names(temp)[i]<-paste(names(x),".lag",i,sep="")
> >>>> }
> >>>> return(temp)
> >>>> }
> >>>>
> >>>> ### Running mylag to get my result:
> >>>> myvars<-c("var1","var2")
> >>>> for(i in myvars) {
> >>>> y<-cbind(y,mylag(y[i]),max.lag=2)
> >>>> }
> >>>> (y)
> >>>>
> >>>> --
> >>>> Dimitri Liakhovitski
> >>>> marketfusionanalytics.com
> >>>>
> >>>
> >>> Dimitri,
> >>>
> >>> I would first look into the zoo package as has already been suggested.
> However, if you haven't already got your solution then here are a couple of
> functions that might help you get started. I won't vouch for efficiency.
> >>>
> >>>
> >>> lag.fun <- function(df, x, max.lag=1) {
> >>> for(i in x) {
> >>> for(j in 1:max.lag){
> >>> lagx <- paste(i,'.lag',j,sep='')
> >>> df[,lagx] <- c(rep(NA,j),df[1:(nrow(df)-j),i])
> >>> }
> >>> }
> >>> df
> >>> }
> >>>
> >>> lead.fun <- function(df, x, max.lead=1) {
> >>> for(i in x) {
> >>> for(j in 1:max.lead){
> >>> leadx <- paste(i,'.lead',j,sep='')
> >>> df[,leadx] <- c(df[(j+1):(nrow(df)),i],rep(NA,j))
> >>> }
> >>> }
> >>> df
> >>> }
> >>>
> >>> y <- lag.fun(y,myvars,2)
> >>> y <- lead.fun(y,myvars,2)
> >>>
> >>>
> >>> Hope this is helpful,
> >>>
> >>> Dan
> >>>
> >>> Daniel Nordlund
> >>> Bothell, WA USA
> >>>
> >>>
> >>>
> >>
> >>
> >>
> >> --
> >> Dimitri Liakhovitski
> >> marketfusionanalytics.com
> >>
> >> ______________________________________________
> >> R-help@r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >
>
>
>
> --
> Dimitri Liakhovitski
> marketfusionanalytics.com
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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