Length of Trend - Panel Data

Question

I have a well balanced panel data set which contains NA observations. I will be using LOCF, and would like to know how many consecutive NA\'s are in each panel, before carry

Answer 1

This will do it:

data[, max(with(rle(is.na(x)), lengths[values])), by = id]

I just ran rle to find all consecutive NA's and picked the max length.

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Here's a rather convoluted answer to the comment question of recovering the date ranges for the above max:

data[, {
         tmp = rle(is.na(x));
         tmp$lengths[!tmp$values] = 0;  # modify rle result to ignore non-NA's
         n = which.max(tmp$lengths);    # find the index in rle of longest NA sequence

         tmp = rle(is.na(x));                   # let's get back to the unmodified rle
         start = sum(tmp$lengths[0:(n-1)]) + 1; # and find the start and end indices
         end   = sum(tmp$lengths[1:n]);

         list(date[start], date[end], max(tmp$lengths[tmp$values]))
       }, by = id]