shiftCols: Shift columns to create lags, leads or differences

In lrdegeest/panelGMM: GMM-IV models for panel data

Shift columns to create lags, leads or differences

Description

Create n-lagged/leaded/differenced columns in a data frame with automatic names.

Usage

shiftCols(data, panel, type = c("lag", "lead", "difference"), shifts, columns)

Arguments

data	data of class data.frame
panel	the panel or cross-section variable name in the data
type	shift type. either "lag", "lead" or "difference"
shifts	the number of lags, leads or differences
columns	the columns in 'data' to be lagged, leaded or differenced

Value

data.frame / data.table with new variables

Note

The function will automatically coerce the data.frame object to a data.table object. (data.table objects retain their data.frame class.)

Author(s)

Lawrence R De Geest, [e-mail]

Examples

# Using the hours and wages data provided by the panelGMM package:
data("hours_wages")
# shiftCols() is designed to work nicely with the pipe operator `%>%` from `magrittr`:
hours_wages_gmm = hours_wages %>%
   shiftCols(data = ., panel=id, type = "difference", shifts = 1, columns=c("lnhr", "lnwg", "kids", "age", "agesq", "disab")) %>%
   shiftCols(data = ., panel=id, type = "lag", shifts = 1:4, columns=c("lnhr", "lnwg", "kids", "age", "agesq", "disab"))

lrdegeest/panelGMM documentation built on Feb. 13, 2025, 12:12 a.m.