lbs: What the Package Does (One Line, Title Case)

stlag

R Documentation

Lag/Forward operator in time series

Description

Calculate the lag/forward terms of variables and vectors

Usage

stlag(x, ...)

## Default S3 method:
stlag(x, time, n = 1L)

## S3 method for class 'data.frame'
stlag(df, varlist = NULL, time = NULL, by = NULL, n = 1L, mode = NULL)

Arguments

`x`	a vector.
`time`	a interger vector object for x, and a name or string for df. For x, time length must equal to x.
`n`	an integer.
`df`	a a data.table or data.frame object. If hoping update by reference, data.table is required.
`varlist`	Variable names needed to calculate lagged terms. a bare name and a character vector are acceptable.
`by`	Names of variables used to grouping data.
`mode`	`NULL` or character string nameing an atomic mode or "list". Default is `NULL`, update data.frame by reference using `⁠:=⁠` from `data.table`. `list`, `data.table`, `data.frame` and `vector` is acceptable. If `mode = "vector"`, the length of `varlist` needed to be one.

Methods (by class)

stlag(default): Calculate lag term of vector
stlag(data.frame): Calculate lag terms of data.frame/data.table variables

Examples

time = rep(2001:2006)
x = sample(6)
stlag(x, time)

ts <- data.table(time = 2001:2009, x = 1:9, y = sample(letters, 9))
stlag(ts, x, time = "time", mode = "list")
stlag(ts, x, time)
stlag(ts, y, time, n = -1L)
xt <- data.frame(
    id = rep(c("a", "b"), each = 5),
    time = rep(2001:2005, 2),
    x = 1:10,
    y = sample(letters, 10, replace = TRUE),
    z = sample(LETTERS, 10, replace = TRUE)
)
stxtset(xt, id, time)
stlag(xt, x, n = -1L, mode = "list")
stlag(setDT(xt), x)
xt

liubianshi/lbs documentation built on Nov. 2, 2023, 11:06 a.m.