tscslag: Lag a time-series cross-sectional variables

In davidaarmstrong/damisc: Dave Armstrong's Miscellaneous Functions

Lag a time-series cross-sectional variables

Description

Lags (or leads) a variable in a time-series corss-sectional dataset.

Usage

tscslag(dat, x, id, time, lagLength = 1)

Arguments

dat	A data frame.
x	A string identifying variable to be lagged.
id	A string identifying the name of the cross-sectional identifier.
time	A string identifying the name of the time variable.
lagLength	The length of the lag, use negative values for leading variables.

Value

A vector giving the lagged values of x.

Author(s)

Dave Armstrong

davidaarmstrong/damisc documentation built on Oct. 1, 2023, 3:05 p.m.