Hello all,
I need to figure out a way to lag a variable in by a number of days
without using the zoo package. I need to use a remote R connection
that doesn't have the zoo package installed and is unwilling to do so.
So that is, I want a function where I can specify the number of days
to lag a variable against a Date formatted column. That is relatively
easy to do. The problem arises when I don't have consecutive dates. I
can't seem to figure out a way to insert an NA when there is
non-consecutive date. So for example:
## A dataframe with non-consecutive dates
set.seed(32)
df1<-data.frame(
Date=seq(as.Date("1967-06-05","%Y-%m-%d"),by="day", length=5),
Dis1=rnorm(5, 1,10)
)
df2<-data.frame(
Date=seq(as.Date("1967-07-05","%Y-%m-%d"),by="day", length=10),
Dis1=rnorm(5, 1,10)
)
df <- rbind(df1,df2); df
## A function to lag the variable by a specified number of days
lag.day <- function (lag.by, data) {
c(rep(NA,lag.by), head(data$Dis1, -lag.by))
}
## Using the function
df$lag1 <- lag.day(lag.by=1, data=df); df
## returns this data frame
Date Dis1 lag1
1 1967-06-05 1.146405 NA
2 1967-06-06 9.732887 1.146405
3 1967-06-07 -9.279462 9.732887
4 1967-06-08 7.856646 -9.279462
5 1967-06-09 5.494370 7.856646
6 1967-06-15 5.070176 5.494370
7 1967-06-16 3.847314 5.070176
8 1967-06-17 -5.243094 3.847314
9 1967-06-18 9.396560 -5.243094
10 1967-06-19 4.112792 9.396560
## When really what I would like is something like this:
Date Dis1 lag1
1 1967-06-05 1.146405 NA
2 1967-06-06 9.732887 1.146405
3 1967-06-07 -9.279462 9.732887
4 1967-06-08 7.856646 -9.279462
5 1967-06-09 5.494370 7.856646
6 1967-06-15 5.070176 NA
7 1967-06-16 3.847314 5.070176
8 1967-06-17 -5.243094 3.847314
9 1967-06-18 9.396560 -5.243094
10 1967-06-19 4.112792 9.396560
So can anyone recommend a way (either using my function or any other
approaches) that I might be able to consistently lag values based on a
lag.by value and consecutive dates?
Thanks so much in advance!
Sam
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