Panel2Lag function

Function to compute a vector of 2 lagged values of a variable from panel data.

The panel data have a set of time series for each entity (e.g. country) arranged such that all time series data for one entity is together. The data for the second entity should be below the entire data for first entity. When a variable is lagged twice, special care is needed to insert NA's for the first two time points (e.g. weeks) for each entity (country).

Panel2Lag(ID, xj)

Arguments

• ID: Location of the column having time identities (e.g. the week number)
• xj: Data on variable to be lagged linked to ID

Returns

Vector containing 2 lagged values of xj.

Note

This function is provided for convenient user modifications.

See Also

A more general function PanelLag has examples.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY