I want to calculate total number of negative values for each observation, using previous 10 observations. I used the following code, but it does not work -
funda_addit <- funda_addit %>%
group_by(TICKER) %>%
arrange(year) %>%
mutate(NEG_EARN = rollapply(ni, 10, sum (ni<0), partial=TRUE)) %>%
ungroup()
Actually I want to create the new variable "NEG_EARN", which is the number of negative values of previous 10 observations(10 years in my data) for the variable "ni". I also use the following code, but it does not work -
funda_addit <- funda_addit %>%
group_by(TICKER) %>%
arrange(year) %>%
mutate(NEG_EARN = rollapply(ni, 10, length(which(ni<0)), partial=TRUE)) %>%
ungroup()
We can use anonymous function call (or create a new function) instead of the whole column 'ni'
library(dplyr)
library(zoo)
f1 <- function(x) sum(x < 0)
funda_addit %>%
group_by(TICKER) %>%
arrange(year) %>%
mutate(NEG_EARN = rollapplyr(ni, 10, FUN = f1, partial=TRUE)) %>%
ungroup()
EDIT: changed rollapply
to rollapplyr
(based on comments from @IceCreamToucan)
set.seed(24)
funda_addit <- data.frame(TICKER = rep(LETTERS[1:3], each = 20),
year = 1921:1940, ni = rnorm(60))