在PLM方面滞后 [英] Lagging Forward in plm

问题描述

这是一个非常简单的问题，但是我找不到确切的答案，所以我想问一下.我使用plm包处理面板数据.我正在尝试使用lag函数将变量FORWARD滞后(默认是从上一个周期中检索值，并且我希望从NEXT中检索该值).我发现了许多旧文章/问题(大约在2009年)，暗示通过使用k=-1作为参数是可能的.但是，当我尝试这样做时，出现错误.

This is a very simple question, but I haven't been able to find a definitive answer, so I thought I would ask it. I use the plm package for dealing with panel data. I am attempting to use the lag function to lag a variable FORWARD in time (the default is to retrieve the value from the previous period, and I want the value from the NEXT). I found a number of old articles/questions (circa 2009) suggesting that this is possible by using k=-1 as an argument. However, when I attempt this, I get an error.

示例代码:

library(plm)
df<-as.data.frame(matrix(c(1,1,1,2,2,3,20101231,20111231,20121231,20111231,20121231,20121231,50,60,70,120,130,210),nrow=6,ncol=3))
names(df)<-c("individual","date","data")
df$date<-as.Date(as.character(df$date),format="%Y%m%d")
df.plm<-pdata.frame(df,index=c("individual","date"))

滞后:

lag(df.plm$data,0)
##returns
1-2010-12-31 1-2011-12-31 1-2012-12-31 2-2011-12-31 2-2012-12-31 3-2012-12-31 
         50           60           70          120          130          210

lag(df.plm$data,1)
##returns
1-2010-12-31 1-2011-12-31 1-2012-12-31 2-2011-12-31 2-2012-12-31 3-2012-12-31 
         NA           50           60           NA          120           NA

lag(df.plm$data,-1)
##returns
Error in rep(1, ak) : invalid 'times' argument

我还读到plm.data对于plm中的某些应用程序已替换pdata.frame.但是，plm.data似乎根本无法与lag函数一起使用:

I've also read that plm.data has replaced pdata.frame for some applications in plm. However, plm.data doesn't seem to work with the lag function at all:

df.plm<-plm.data(df,indexes=c("individual","date"))
lag(df.plm$data,1)
##returns
[1]  50  60  70 120 130 210
attr(,"tsp")
[1] 0 5 1

我将不胜感激.如果有人对使用某个包的建议有其他建议，我会很不高兴.但是，我很喜欢plm，因为它会自动处理多个人之间的滞后并跳过时间序列中的间隔.

I would appreciate any help. If anyone has another suggestion for a package to use for lagging, I'm all ears. However, I do love plm because it automagically deals with lagging across multiple individuals and skips gaps in the time series.

推荐答案

EDIT2 :在plm CRAN版本> = 1.6-4中实现了滞后(=前导值). 函数是lead()或lag()(后导值带有负整数的后缀).

EDIT2: lagging forward (=leading values) is implemented in plm CRAN releases >= 1.6-4 . Functions are either lead() or lag() (latter with a negative integer for leading values).

请保管所有使用相同功能名称的其他软件包.可以肯定的是，您可以通过完整的名称空间来引用该函数，例如plm::lead.

Take care of any other packages attached that use the same function names. To be sure, you can refer to the function by the full namespace, e.g., plm::lead.

?plm::lead中的示例:

# First, create a pdata.frame
data("EmplUK", package = "plm")
Em <- pdata.frame(EmplUK)

# Then extract a series, which becomes additionally a pseries
z <- Em$output
class(z)

# compute negative lags (= leading values)
lag(z, -1)
lead(z, 1) # same as line above
identical(lead(z, 1), lag(z, -1)) # TRUE

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