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)
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.
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.