shiftc#

Purpose#

Shifts the columns of a matrix, or dataframe.

Format#

y = shiftc(x, s, f)#
Parameters:

  • x (NxK matrix or dataframe) – data to be shifted

  • s (scalar or 1xN vector) – specifies the magnitude of the shift

  • f (scalar or 1xN vector) – specifies the value to fill in

Returns:

y (NxK matrix) – shifted matrix

Examples#

Example 1: Single with univariate time series lag#

// Create file name with full path
fname = getGAUSSHome("examples/beef_prices.csv");

// Load all observations of all variables
beef = loadd(fname);

// Trim data to make smaller example set
beef = beef[1:5,.];

// Shift all columns of beef forward 2 rows
// filling the extra rows with a missing value
beef_lag = shiftc(beef, 2, miss());

After the above code:

beef_lag =   date       beef_price
                .                .
                .                .
           199201        116.64000
           199202        114.49000
           199203        111.11000

Example 2: Multiple lags with a single vector#

// Create file name with full path
data_name = getGAUSSHome("examples/mortgage_long_form.csv");

// Load all variables from file
mtg = loadd(data_name);

// Preview first 7 rows of data
head(mtg,7);

The first rows mtg:

      DATE             Rate         Maturity
2000-01-07        8.1500000            30_yr
2000-01-14        8.1800000            30_yr
2000-01-21        8.2600000            30_yr
2000-01-28        8.2500000            30_yr
2000-02-04        8.2500000            30_yr
2000-02-11        8.3600000            30_yr
2000-02-18        8.3800000            30_yr

// Select first 7 rows of 'Rate'
rate = mtg[1:7,"Rate"];

// Lags must be a row vector
lags = { 0 1 2 4 };

// Fill with missing values
fill = {.};

// Compute lags
rate_lags = shiftc(rate, lags, fill);

Now rate_lags is equal to:

Rate                Rate_2           Rate_3           Rate_4
8.1500000                .                .                .
8.2600000        8.1800000        8.1500000                .
8.2500000        8.2600000        8.1800000                .
8.2500000        8.2500000        8.2600000        8.1500000
8.3600000        8.2500000        8.2500000        8.1800000
8.3800000        8.3600000        8.2500000        8.2600000

Example 3: Replacing with value#

// Data
x = { 1 2 3,
      4 5 6,
      7 8 9 };

// Amount to shift
s = { 0 1 2 };

// Value to fill in
f = 0;

// Shift the matrix
y2 = shiftc(x, s, f);

Now y2 is equal to:

1.0000000        0.0000000        0.0000000
4.0000000        2.0000000        0.0000000
7.0000000        5.0000000        3.0000000

Remarks#

The shift is performed within each column of the matrix, vertically. If the shift value is positive, the elements in the column will be moved down. A negative shift value causes the elements to be moved up. The elements that are pushed off the end of the column are lost, and the fill value will be used for the new elements on the other end.

See also

Functions lagn(), shiftr()

On this page