Dear R users,
I am working with panel data and I want the difference of a variable with
its t+1 value.

For example, I have a data frame as below.

> a <- data.frame(c(rep(2,5), rep(3,5)), c(2005:2009, 2004:2008),
c(NA,10,34,23,12, 23,45, NA, 45, NA))
> colnames(a) <- c("firm","year","var")

I want the output to be as follows.

> b <- data.frame(c(rep(2,5), rep(3,5)), c(2005:2009, 2004:2008),
c(NA,10,34,23,12, 23,45, NA, 45, NA),c(10,34,23,12,NA,45, NA, 45, NA, NA))
> colnames(b) <- c("firm","year","var","var.lead")
> b

    firm year var var.lead
1      2 2005  NA       10
2      2 2006  10       34
3      2 2007  34       23
4      2 2008  23       12
5      2 2009  12       NA
6      3 2004  23       45
7      3 2005  45       NA
8      3 2006  NA       45
9      3 2007  45       NA
10    3 2008  NA       NA

Could you tell me if such a function exists in the plm package?
Thank you
-- 
Apoorva Gupta
Consultant
National Institute of Public Finance and Policy

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