lag

From plm v1.6-5 by Yves Croissant

lag, lead, and diff for panel data

lag, lead, and diff functions for class pseries.

Keywords: classes

Usage

"lag"(x, k = 1, ...)
"lead"(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.

Examples

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))

Documentation reproduced from package plm, version 1.6-5, License: GPL (>= 2)

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lag