# lag

From plm v1.6-5
0th

Percentile

##### lag, lead, and diff for panel data

lag, lead, and diff functions for class pseries.

Keywords
classes
##### Usage
"lag"(x, k = 1, ...)
"diff"(x, lag = 1, ...)
##### Arguments
x
a pseries object,
k
an integer vector, the number of lags for the lag and lead methods (can also be negative). For the lag method, a positive (negative) k gives lagged (leading) values. For the lead method, a positive (negative) k gives leading (lagged) values, thus, lag(x, k = -1) yields the same as lead(x, k = 1). If k is an integer vector with length > 1 (k = c(k1, k2, ...)) a matrix with multiple lagged pseries is returned,
lag
the number of lags for the diff method (only non--negative values for parameter lag are allowed in diff),
...
further arguments.
##### Value

These functions return an object of class pseries except if lag (thus also lead) is called with more than one lag (lead), i. e. length(k) > 1, a matrix is returned.

##### Note

The sign of k in lag.pseries results in inverse behavior compared to lag and lag.zoo.

For further function for 'pseries' objects: between, Between, Within, summary.pseries, print.summary.pseries, as.matrix.pseries. To check if the time periods are consecutive per individual, see is.pconsecutive.

##### Aliases
• lag
library(plm) # First, create a pdata.frame data("EmplUK", package = "plm") Em <- pdata.frame(EmplUK) # Then extract a series, which becomes additionally a pseries z <- Em\$output class(z) # compute the first and third lag, and the difference lagged twice lag(z) lag(z, 3) diff(z, 2) # compute negative lags (= leading values) lag(z, -1) lead(z, 1) # same as line above identical(lead(z, 1), lag(z, -1)) # TRUE # compute more than one lag at once lag(z, c(1,2))