R/Panel2Lag.R

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

#' Function to compute a vector of 2 lagged values of a variable from panel data.
#'
#' 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).
#'
#' @param ID {Location of the column having time identities (e.g. the week number)}
#' @param xj {Data on variable to be lagged linked to ID}
#' @return Vector containing  2 lagged values of xj.
#' @seealso A more general function \code{\link{PanelLag}} has examples.
#' @note This function is provided for convenient user modifications.
#' @author Prof. H. D. Vinod, Economics Dept., Fordham University, NY
## @examples
#'
#' @export

Panel2Lag <- function(ID, xj) {
    nr = length(as.vector(ID))
    outj = rep(NA, nr)
    for (i in 1:nr) {
        if (ID[i] == 1) 
            outj[i] = NA
        if (ID[i] == 2) 
            outj[i] = NA
        if (ID[i] > 2) 
            outj[i] = xj[i - 2]
    }
    return(outj)
}