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.