1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
|
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/tool_transformations.R
\name{lag.plm}
\alias{lag.plm}
\alias{lag}
\alias{lead}
\alias{diff}
\alias{lag.pseries}
\alias{lead.pseries}
\alias{diff.pseries}
\title{lag, lead, and diff for panel data}
\usage{
lead(x, k = 1L, ...)
\method{lag}{pseries}(x, k = 1L, shift = c("time", "row"), ...)
\method{lead}{pseries}(x, k = 1L, shift = c("time", "row"), ...)
\method{diff}{pseries}(x, lag = 1L, shift = c("time", "row"), ...)
}
\arguments{
\item{x}{a \code{pseries} object,}
\item{k}{an integer, the number of lags for the \code{lag} and \code{lead}
methods (can also be negative). For the \code{lag} method, a
positive (negative) \code{k} gives lagged (leading) values. For the
\code{lead} method, a positive (negative) \code{k} gives leading (lagged)
values, thus, \code{lag(x, k = -1L)} yields the same as \code{lead(x, k = 1L)}.
If \code{k} is an integer with length > 1 (\code{k = c(k1, k2, ...)}), a
\code{matrix} with multiple lagged \code{pseries} is returned,}
\item{...}{further arguments (currently none evaluated).}
\item{shift}{character, either \code{"time"} (default) or \code{"row"}
determining how the shifting in the \code{lag}/\code{lead}/\code{diff}
functions is performed (see Details and Examples).}
\item{lag}{integer, the number of lags for the \code{diff} method, can also be of
length > 1 (see argument \code{k}) (only non--negative values in
argument \code{lag} are allowed for \code{diff}),}
}
\value{
\itemize{
\item An object of class \code{pseries}, if the argument specifying the lag
has length 1 (argument \code{k} in functions \code{lag} and \code{lead},
argument \code{lag} in function \code{diff}).
\item A matrix containing the various series in its columns, if the
argument specifying the lag has length > 1.
}
}
\description{
lag, lead, and diff functions for class pseries.
}
\details{
This set of functions perform lagging, leading (lagging in the
opposite direction), and differencing operations on \code{pseries}
objects, i. e., they take the panel structure of the data into
account by performing the operations per individual.
Argument \code{shift} controls the shifting of observations to be used
by methods \code{lag}, \code{lead}, and \code{diff}:
\itemize{
\item \code{shift = "time"} (default): Methods respect the
numerical value in the time dimension of the index. The time
dimension needs to be interpretable as a sequence t, t+1, t+2,
\ldots{} where t is an integer (from a technical viewpoint,
\code{as.numeric(as.character(index(your_pdata.frame)[[2]]))} needs to
result in a meaningful integer).
\item \verb{shift = "row": }Methods perform the shifting operation based
solely on the "physical position" of the observations,
i.e., neighbouring rows are shifted per individual. The value in the
time index is not relevant in this case.
}
For consecutive time periods per individual, a switch of shifting
behaviour results in no difference. Different return values will
occur for non-consecutive time periods per individual
("holes in time"), see also Examples.
}
\note{
The sign of \code{k} in \code{lag.pseries} results in inverse behaviour
compared to \code{\link[stats:lag]{stats::lag()}} and \code{\link[zoo:lag.zoo]{zoo::lag.zoo()}}.
}
\examples{
# First, create a pdata.frame
data("EmplUK", package = "plm")
Em <- pdata.frame(EmplUK)
# Then extract a series, which becomes additionally a pseries
z <- Em$output
class(z)
# compute the first and third lag, and the difference lagged twice
lag(z)
lag(z, 3L)
diff(z, 2L)
# compute negative lags (= leading values)
lag(z, -1L)
lead(z, 1L) # same as line above
identical(lead(z, 1L), lag(z, -1L)) # TRUE
# compute more than one lag and diff at once (matrix returned)
lag(z, c(1L,2L))
diff(z, c(1L,2L))
## demonstrate behaviour of shift = "time" vs. shift = "row"
# delete 2nd time period for first individual (1978 is missing (not NA)):
Em_hole <- Em[-2L, ]
is.pconsecutive(Em_hole) # check: non-consecutive for 1st individual now
# original non-consecutive data:
head(Em_hole$emp, 10)
# for shift = "time", 1-1979 contains the value of former 1-1977 (2 periods lagged):
head(lag(Em_hole$emp, k = 2L, shift = "time"), 10L)
# for shift = "row", 1-1979 contains NA (2 rows lagged (and no entry for 1976):
head(lag(Em_hole$emp, k = 2L, shift = "row"), 10L)
}
\seealso{
To check if the time periods are consecutive per
individual, see \code{\link[=is.pconsecutive]{is.pconsecutive()}}.
For further function for 'pseries' objects: \code{\link[=between]{between()}},
\link[=between]{Between()}, \code{\link[=Within]{Within()}}, \code{\link[=summary.pseries]{summary.pseries()}},
\code{\link[=print.summary.pseries]{print.summary.pseries()}}, \code{\link[=as.matrix.pseries]{as.matrix.pseries()}}.
}
\author{
Yves Croissant and Kevin Tappe
}
\keyword{classes}
|
