Panel2Lag: Function to compute a vector of 2 lagged values of a variable...

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

Function to compute a vector of 2 lagged values of a variable from panel data.

Description

The panel data have a set of time series for each entity (e.g. country) arranged such that all time series data for one entity is together. The data for the second entity should be below the entire data for first entity. When a variable is lagged twice, special care is needed to insert NA's for the first two time points (e.g. weeks) for each entity (country).

Usage

Panel2Lag(ID, xj)

Arguments

ID	Location of the column having time identities (e.g. the week number)
xj	Data on variable to be lagged linked to ID

Value

Vector containing 2 lagged values of xj.

Note

This function is provided for convenient user modifications.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

See Also

A more general function PanelLag has examples.

generalCorr documentation built on Oct. 10, 2023, 1:06 a.m.