[R] lag variable addition to data frame question

[Pfaff, Bernhard]

Hello Sri,

how about embed() in stats?
Citing from the doc's detail section:

"Each row of the resulting matrix consists of sequences 'x[t]',
     'x[t-1]', ..., 'x[t-dimension+1]', where 't' is the original index
     of 'x'. If 'x' is a matrix, i.e., 'x' contains more than one
     variable, then 'x[t]' consists of the 't'th observation on each
     variable.", 

and have a look at the example's output:

embed> x <- 1:10
embed> embed(x, 3)
     [,1] [,2] [,3]
[1,]    3    2    1
[2,]    4    3    2
[3,]    5    4    3
[4,]    6    5    4
[5,]    7    6    5
[6,]    8    7    6
[7,]    9    8    7
[8,]   10    9    8

does this fit your definition of 'lag'? Please note, that the 'starting
values' are skipped, i.e. no NAs are inserted. 

HTH,
Bernhard

ps: Have a look at the function body, too.
> 
> ?diff
> 
> --Matt
> 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of s viswanath
> Sent: Friday, October 29, 2004 7:22 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] lag variable addition to data frame question
> 
> 
> Hi,
> 
> I was wondering if there is a more efficient way of handling 
> the following
> method of creating a lagged value in a data frame without using the
> recursive 
> 'for(i in 1:n)' loop and without using as.ts
> 
> #Steps to creating a lag variable in a data frame 'my.dat.fr'
> # with 275 columns, 2400 rows of numbers and factors . The 
> #variable x is a
> factor of #with five different levels
> the way i am creating the variable now is:
> 
> attach(my.dat.fr)
> #my.dat.fr contains a variable 'x', i want to create #lagged 
> variables #of
> this without using as.ts(). Is #there a more effient way of doing this
> than#below and #without using a recursive loop  such as 
> #for( i in 1:obs)x.lag[i]= x[(i-1)]
> 
> 1.here is the way i am doing the lag now
> x=c(3,2,3,2,1,1,1,2,1,2,1,3...1)
> 
> obs=length(x)
> 
> x.nolag=x[2:obs]
> x.lag1=x[1:(obs-1)]
> 
> my.new=cbind(x.nolag,x.lag1)
> 
> #since my data frame must line up my orginal x values to 
> other columns I
> also # add the following
> 
> 
> x.fill= cbind(0,0)
> # as named the above cell lines up my factor to other factors 
> in my data
> frame, #since I had chopped off the first x observation to 
> create x above
> (ie x[2:obs]) #then finally
> 
> my.dat.fr=rbind(x.fill, my.new)
> my.dat.fr
> 
> #Is there a easier way to create a lag variable and install in my data
> frame?
> #thankyou in advance, Sri
> 
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