r - 如何创建滞后变量

Question

我想为变量 pm10 创建滞后变量并使用以下代码。然而，我无法得到我想要的。我怎么能创建 pm10 的延迟？

df2$l1pm10 <- lag(df2$pm10, -1, na.pad = TRUE)
df2$l1pm102 <- lag(df2$pm10, 1)

dput(df2)
structure(list(var1 = 1:10, pm10 = c(26.956073733, NA, 32.838694951, 
39.9560737332, NA, 40.9560737332, 33.956073733, 28.956073733, 
32.348770798, NA), l1pm10 = structure(c(26.956073733, NA, 32.838694951, 
39.9560737332, NA, 40.9560737332, 33.956073733, 28.956073733, 
32.348770798, NA), .Tsp = c(2, 11, 1))), .Names = c("var1", "pm10", 
"l1pm10"), row.names = c("1", "2", "3", "4", "5", "6", "7", "8", 
"9", "10"), class = "data.frame")

Answer 1

在基础 R 中，函数 lag()对时间序列对象很有用。这里有一个数据框，情况有所不同。

您可以尝试以下操作，我承认这不是很优雅:

df2$l1pm10 <- sapply(1:nrow(df2), function(x) df2$pm10[x+1])
df2$l1pm102 <- sapply(1:nrow(df2), function(x) df2$pm10[x-1])
#> df2
#   var1     pm10   l1pm10  l1pm102
#1     1 26.95607       NA         
#2     2       NA 32.83869 26.95607
#3     3 32.83869 39.95607       NA
#4     4 39.95607       NA 32.83869
#5     5       NA 40.95607 39.95607
#6     6 40.95607 33.95607       NA
#7     7 33.95607 28.95607 40.95607
#8     8 28.95607 32.34877 33.95607
#9     9 32.34877       NA 28.95607
#10   10       NA       NA 32.34877

另一种方法是使用 Lag()函数(大写“L”)来自 Hmisc包裹:

library(Hmisc)
df2$l1pm10 <- Lag(df2$pm10, -1)
df2$l1pm102 <- Lag(df2$pm10, +1)
#> df2
#   var1     pm10   l1pm10  l1pm102
#1     1 26.95607       NA       NA
#2     2       NA 32.83869 26.95607
#3     3 32.83869 39.95607       NA
#4     4 39.95607       NA 32.83869
#5     5       NA 40.95607 39.95607
#6     6 40.95607 33.95607       NA
#7     7 33.95607 28.95607 40.95607
#8     8 28.95607 32.34877 33.95607
#9     9 32.34877       NA 28.95607
#10   10       NA       NA 32.34877