Thanks a lot, guys! It's really helpful. But - to be objective- it's still quite a few lines longer than in SPSS. Dimitri
On Thu, Aug 4, 2011 at 2:36 PM, Daniel Nordlund <[email protected]> wrote: > > >> -----Original Message----- >> From: [email protected] [mailto:[email protected]] >> On Behalf Of Dimitri Liakhovitski >> Sent: Thursday, August 04, 2011 8:24 AM >> To: r-help >> Subject: [R] Efficient way of creating a shifted (lagged) variable? >> >> Hello! >> >> I have a data set: >> set.seed(123) >> y<-data.frame(week=seq(as.Date("2010-01-03"), as.Date("2011-01- >> 31"),by="week")) >> y$var1<-c(1,2,3,round(rnorm(54),1)) >> y$var2<-c(10,20,30,round(rnorm(54),1)) >> >> # All I need is to create lagged variables for var1 and var2. I looked >> around a bit and found several ways of doing it. They all seem quite >> complicated - while in SPSS it's just a few letters (like LAG()). Here >> is what I've written but I wonder. It works - but maybe there is a >> very simple way of doing it in R that I could not find? >> I need the same for "lead" (opposite of lag). >> Any hint is greatly appreciated! >> >> ### The function I created: >> mylag <- function(x,max.lag=1){ # x has to be a 1-column data frame >> temp<- >> as.data.frame(embed(c(rep(NA,max.lag),x[[1]]),max.lag+1))[2:(max.lag+1)] >> for(i in 1:length(temp)){ >> names(temp)[i]<-paste(names(x),".lag",i,sep="") >> } >> return(temp) >> } >> >> ### Running mylag to get my result: >> myvars<-c("var1","var2") >> for(i in myvars) { >> y<-cbind(y,mylag(y[i]),max.lag=2) >> } >> (y) >> >> -- >> Dimitri Liakhovitski >> marketfusionanalytics.com >> > > Dimitri, > > I would first look into the zoo package as has already been suggested. > However, if you haven't already got your solution then here are a couple of > functions that might help you get started. I won't vouch for efficiency. > > > lag.fun <- function(df, x, max.lag=1) { > for(i in x) { > for(j in 1:max.lag){ > lagx <- paste(i,'.lag',j,sep='') > df[,lagx] <- c(rep(NA,j),df[1:(nrow(df)-j),i]) > } > } > df > } > > lead.fun <- function(df, x, max.lead=1) { > for(i in x) { > for(j in 1:max.lead){ > leadx <- paste(i,'.lead',j,sep='') > df[,leadx] <- c(df[(j+1):(nrow(df)),i],rep(NA,j)) > } > } > df > } > > y <- lag.fun(y,myvars,2) > y <- lead.fun(y,myvars,2) > > > Hope this is helpful, > > Dan > > Daniel Nordlund > Bothell, WA USA > > > -- Dimitri Liakhovitski marketfusionanalytics.com ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
