[R] Help with conditional lagging of data

[Gabor Grothendieck]

Seems you want to diff X, not lag it.

We can either maintain the long form of the data and do it as in #1
or convert the data to "wide" form and do it as in #2 which is most
convenient using zoo where we make the individual time series into
zoo series, merge them and then apply diff:


Lines <- "ID     Year     X
AB12   2000    100
AB12   2001    120
AB12   2002    140
AB12   2003    80
BL14   2000    180
BL14   2001    150
CR93   2000    45
CR93   2001    49
CR93   2002    56
CR93   2003    67
"
DF <- read.table(textConnection(Lines), header = TRUE)

# 1
f <- function(DF) cbind(DF[,1:2], diff = c(NA, diff(DF$X)))
DF.by <- by(DF, DF$ID, f)
do.call("rbind", DF.by)

# 2
library(zoo)
fz <- function(DF) zoo(DF$X, DF$Year)
diff(do.call("merge", by(DF, DF$ID, fz)), na.pad = TRUE)

For more info on zoo:
library(zoo)
vignette("zoo")

On 6/4/07, Anup Nandialath <anup_nandialath at yahoo.com> wrote:
> Dear Friends,
>
> I have some data with three columns named ID, Year and Measure X. I need to create a column which gives me a lag for each ID (note not a continous lag), but a lag conditional on the id and the given year. Please find below a sample of the data
>
> Input file sample
>
> ID     Year     X
>
> AB12   2000    100
> AB12   2001    120
> AB12   2002    140
> AB12   2003    80
> BL14   2000    180
> BL14   2001    150
> CR93   2000    45
> CR93   2001    49
> CR93   2002    56
> CR93   2003    67
>
> Expected output from this data
>
> ID     Year   Xlag
> AB12   2000     .
> AB12   2001   20
> AB12   2002   20
> AB12   2003   -60
> BL12   2000    .
> BL14   2001   -30
> CR93   2000     .
> CR93   2001     5
> CR93   2002     7
> CR93   2003     9
>
> Can somebody please help me with how to implement this in R. Thanks.
>
> Sincerely
>
> Anup
>
>
>
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