In the last post I gave an example of how to use R to lag a variable in a time-series cross-sectional data set by one time unit. In other words, the value of the lagged variable at time \( t \) the lag would be the value of the unlagged variable at \( t-1 \).
Using the same example variables (
Variable) here is how you would lag the variable (
VariableLag1) back a year. So, in time t the value of
VariableLag would be the value of
Variable in \( t+1 \)).
Here is the code:
library(plyr) Data <- ddply(Data, .(country), transform, VariableLag1 = c(Variable[2:(length(Variable))], NA)