R help - Jul 2010 - The opposite of "lag"

Hello!

I have a data frame A (below) with a grouping factor (group). I take
my DV and create the new, lagged DV by applying the function lag.it
(below). It works fine.

A <- data.frame(year=rep(c(1980:1984),3), groupfactor(sort(rep(1:3,5))),
DV=c(rnorm(15)))
lag.it <- function(x) {
  DV <- ts(x$DV, start = x$year[1])
  idx <- seq(length = length(DV))
  DVs <- cbind(DV, lag(DV, -1))[idx,]
  out<-cbind(x, DVs[,2])  # wages[,2]
   names(out)[length(out)]<-"DV.lag"
   return(out)
}
A
A.lagged <- do.call("rbind", by(A, A$group, lag.it))
A.lagged


Now, I am trying to create the oppostive of lag for DV (should I call
it "lead"?)
I tried exactly the same as above, but with a different number under
lag function (below), but it's not working. I am clearly doing
something wrong. Any advice?
Thanks a lot!


lead.it <- function(x) {
  DV <- ts(x$DV, start = x$year[1])
  idx <- seq(length = length(DV))
  DVs <- cbind(DV, lag(DV, 2))[idx,]
 out<-cbind(x, DVs[,2])
   names(out)[length(out)]<-"DV.lead"
   return(out)
}
A
A.lead <- do.call("rbind", by(A, A$group, lead.it))
A.lead

-- 
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com

On Wed, Jul 21, 2010 at 10:14 AM, Dimitri Liakhovitski
<dimitri.liakhovitski at gmail.com> wrote:
> Hello!
>
> I have a data frame A (below) with a grouping factor (group). I take
> my DV and create the new, lagged DV by applying the function lag.it
> (below). It works fine.
>
> A <- data.frame(year=rep(c(1980:1984),3), group>
factor(sort(rep(1:3,5))), DV=c(rnorm(15)))
> lag.it <- function(x) {
> ?DV <- ts(x$DV, start = x$year[1])
> ?idx <- seq(length = length(DV))
> ?DVs <- cbind(DV, lag(DV, -1))[idx,]
> ?out<-cbind(x, DVs[,2]) ?# wages[,2]
> ? names(out)[length(out)]<-"DV.lag"
> ? return(out)
> }
> A
> A.lagged <- do.call("rbind", by(A, A$group, lag.it))
> A.lagged
>
>
> Now, I am trying to create the oppostive of lag for DV (should I call
> it "lead"?)
> I tried exactly the same as above, but with a different number under
> lag function (below), but it's not working. I am clearly doing
> something wrong. Any advice?
> Thanks a lot!
>
>
> lead.it <- function(x) {
> ?DV <- ts(x$DV, start = x$year[1])
> ?idx <- seq(length = length(DV))
> ?DVs <- cbind(DV, lag(DV, 2))[idx,]
> ?out<-cbind(x, DVs[,2])
> ? names(out)[length(out)]<-"DV.lead"
> ? return(out)
> }
> A
> A.lead <- do.call("rbind", by(A, A$group, lead.it))
> A.lead
>
Try this:

library(zoo)
z <- read.zoo(A, index = 1, split = "group", frequency = 1)
lag(z, c(-1, 0, 1))