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)
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.