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I have a problem dealing with time series in R. 

#--------------read data

wb = loadWorkbook("Countries_Europe_Prices.xlsx") 
df = readWorksheet(wb, sheet="Sheet2")

x <- df$Year
y <- df$Index1

y <- lag(y, 1, na.pad = TRUE)
cbind(x, y)

It gives me the following output:

        x     y
 [1,] 1974    NA
 [2,] 1975  50.8
 [3,] 1976  51.9
 [4,] 1977  54.8
 [5,] 1978  58.8
 [6,] 1979  64.0
 [7,] 1980  68.8
 [8,] 1981  73.6
 [9,] 1982  74.3
[10,] 1983  74.5
[11,] 1984  72.9
[12,] 1985  72.1
[13,] 1986  72.3
[14,] 1987  71.7
[15,] 1988  72.9
[16,] 1989  75.3
[17,] 1990  81.2
[18,] 1991  84.3
[19,] 1992  87.2
[20,] 1993  90.1

But I want the first value in y to be 50.8 and so forth. In other words, I want to get a negative lag. I don't get it, how can I do it?

My problem is very similar to this problem, but however I cannot solve it. I guess I still do not understand the solution(s)...

Basic lag in R vector/dataframe

Community
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Gilles Cosyn
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    Can you dput your y vector? – Colonel Beauvel Feb 10 '15 at 13:22
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    Another option is of course `y – jbaums Feb 10 '15 at 13:33
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    What is dput? @jbaums Wow, that really is an easy solution to my problem! Thank you so much! :) – Gilles Cosyn Feb 10 '15 at 13:44
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    For reference, `y[-1]` drops the first element of `y`, and `c` combines its arguments into a vector. Also, `dput` returns the structure of an object (e.g. `dput(df)`), and providing this in future will help us to reproduce your problems - see `?dput`. – jbaums Feb 10 '15 at 13:53
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    Ok, perfect! Thanks a lot. How to proceed if I want the first element to be kept (not an NA value)? There probably would be a problem with the length of the vectors...? – Gilles Cosyn Feb 10 '15 at 14:01
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    I'm not sure what you mean. You can offset `x` instead, but either way you'll have an `NA` (or some other value you introduce) there somewhere. – jbaums Feb 10 '15 at 14:08

4 Answers4

13

How about the built-in 'lead' function? (from the dplyr package) Doesn't it do exactly the job of Ahmed's function?

cbind(x, lead(y, 1))

If you want to be able to calculate either positive or negative lags in the same function, i suggest a 'shorter' version of his 'shift' function:

shift = function(x, lag) {
  require(dplyr)
  switch(sign(lag)/2+1.5, lead(x, abs(lag)), lag(x, abs(lag)))
}

What it does is creating 2 cases, one with lag the other with lead, and chooses one case depending on the sign of your lag (the +1.5 is a trick to transform a {-1, +1} into a {1, 2} alternative).

agenis
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3

There is an easier way of doing this which I have captured fully from this link. What I will do here is explaining what should you do in steps:

First create the following function by running the following code:

shift<-function(x,shift_by){
    stopifnot(is.numeric(shift_by))
    stopifnot(is.numeric(x))

    if (length(shift_by)>1)
        return(sapply(shift_by,shift, x=x))

    out<-NULL
    abs_shift_by=abs(shift_by)
    if (shift_by > 0 )
        out<-c(tail(x,-abs_shift_by),rep(NA,abs_shift_by))
    else if (shift_by < 0 )
        out<-c(rep(NA,abs_shift_by), head(x,-abs_shift_by))
    else
        out<-x
    out
}

This will create a function called shift with two arguments; one is the vector you need to operate its lag/lead and the other is number of lags/leads you need.

Example:

Suppose you have the following vector:

x<-seq(1:10)

x
 [1]  1  2  3  4  5  6  7  8  9 10

if you need x's first order lag

shift(x,-1)
[1] NA  1  2  3  4  5  6  7  8  9

if you need x's first order lead (negative lag)

shift(x,1)
[1]  2  3  4  5  6  7  8  9 10 NA
salhin
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    know about the 'lead' function? – agenis Feb 12 '15 at 17:06
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    @agenis Just checked that. It did the same like the function `shift` above (for the positive part only). The negative part should be done by the usual `lag` function. – salhin Feb 13 '15 at 11:43
  • How do I apply the shift function "by group"? In that I don't want the first record to refer to the previous group? – Chris L Sep 19 '17 at 13:43
3

The opposite of lag() function is lead()

deradelo
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2

Simpler solution:

y = dplyr::lead(y,1)
Ronan Boiteau
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saranrajsp
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