I have a problem dealing with time series in R.
#--------------read data
wb = loadWorkbook(\"Countries_Europe_Prices.xlsx\")
df = readWorksheet(wb, sheet=\"Sh
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).