lag {plm}R Documentation

lag, lead, and diff for panel data

Description

lag, lead, and diff functions for class pseries.

Usage

## S3 method for class 'pseries'
lag(x, k = 1, ...)
## S3 method for class 'pseries'
lead(x, k = 1, ...)
## S3 method for class 'pseries'
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, can also be a vector of length > 1 (see argument k) (only non–negative values in argument lag are allowed for diff),

...

further arguments.

Value

*

An object of class pseries, if the argument specifying the lag has length 1 (argument k in functions lag and lead, argument lag in function diff).

*

A matrix containing the various series in its columns, if the argument specifying the lag has length > 1.

Note

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

Author(s)

Yves Croissant

See Also

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.

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, 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 and diff at once
# (each returns matrix)
lag(z, c(1,2))
diff(z, c(1,2))

[Package plm version 1.6-6 Index]