can I get lagged value of a financial var

[specialuse]

for example i have column "roe" in my dataset, how can i get lag(roe)? i mean not yesterday's roe but the last quarter's roe
thanks

[ZFgan]

It's a little difficult. You have to define the delay function yourself.

[specialuse]

Thanks
But the basic data is {X i,t.a}，without “report_period” it is difficult to define such kind of functions

[ZFgan]

It can be processed in two steps, reading all the data first, and then cutting it yourself, although the processing speed will be slower. It will be troublesome if you use pit data, but if it is factor data, only one additional csv file is needed to store the financial report points in time, such as 0331, 0630, 0931, 1231 or 0501, 0901, 1101.

[you-n-g]

@specialuse
#343 is designed for exactly your requirements.
Please pay attention to it.

[specialuse]

expecting
thanks

[github-actions]

This issue is stale because it has been open for three months with no activity. Remove the stale label or comment on the issue otherwise this will be closed in 5 days