How to reference previous rows by account and date - r

Question

I have a dataset similar to the following format:
Account_ID Date Delinquency age count
1 01/01/2016 0 1 0
1 02/01/2016 1 2 0
1 03/01/2016 2 3 1
1 04/01/2016 0 4 2
1 05/01/2016 1 5 2
1 06/01/2016 2 6 2
2 01/01/2016 0 1 0
2 02/01/2016 0 2 0
2 03/01/2016 1 3 0
2 04/01/2016 0 4 1
2 05/01/2016 1 5 1
3 01/01/2016 1 1 0
3 02/01/2016 2 2 1
3 03/01/2016 3 3 2
3 04/01/2016 4 4 3
3 05/01/2016 5 5 4
3 06/01/2016 6 6 5
I want to count the number of non-zeros in the previous 3 months by account for each row, i.e. I want to create the count variable using the first 4 variables (Account_ID, Date, Delinquency, Age). I would like to know how to do this for n past months. I'm hoping I can extend this exercise to other tasks such as finding the max delinquency in the past 3 months.

Answer 1

welcome to SE!
In case you would like to count non-zero deliquency event for 3 previous months by account for each row, you can use aggregate function as well as zlag function of TSA package in a following manner (see the code below). As the data you provided in count column are dificult to interpret as well as to connect with the condition provided the data in an example were simulated.
library(lubridate)
set.seed(123)
# data simulation
df <- data.frame( id = factor(rep(0:9, 100)),
date = sample(seq(ymd("2010-12-01"), by = 1, length.out = 1000), 1000, replace = TRUE),
deliquency = sample(c(rep(0, 30), 1:5), 1000, replace = TRUE),
age = sample(1:10, 1000, replace = TRUE))
head(df)
# id date deliquency age
# 1 0 2011-08-06 0 10
# 2 1 2013-08-16 0 6
# 3 2 2012-11-17 0 1
# 4 3 2012-09-12 0 9
# 5 4 2011-07-29 0 1
# 6 5 2011-02-25 0 9
# aggregation of non-zero deliquency by month
df$year_month <- df$date
day(df$year_month) <- 1
df_m <- aggregate(deliquency ~ id + year_month, data = df, sum)
df_m <- df_m[order(as.character(df_m$id, df_m$year_month)), ]
df_m$is_zero <- df_m$deliquency > 0
head(df_m)
# id year_month deliquency is_zero
# 1 0 2010-12-01 1 TRUE
# 10 0 2011-01-01 0 FALSE
# 19 0 2011-02-01 0 FALSE
# 29 0 2011-03-01 0 FALSE
# 39 0 2011-04-01 0 FALSE
# 65 0 2011-07-01 1 TRUE
# calculate zero-deliquency events for three last months
library(TSA)
dfx <- df_m
df_m_l <- by(df_m, df_m$id, function(dfx) {
dfx$zero_del <- zlag(dfx$is_zero, 1) + zlag(dfx$is_zero, 2) + zlag(dfx$is_zero, 3)
dfx})
df_m_res <- do.call(rbind, df_m_l)
head(df_m_res)
You can see as an output the data.frame which shows non-zero amount of deliquency events in the last 3 months. E.g. output here is:
id year_month deliquency is_zero zero_del
0.1 0 2010-12-01 1 TRUE NA
0.10 0 2011-01-01 0 FALSE NA
0.19 0 2011-02-01 0 FALSE NA
0.29 0 2011-03-01 0 FALSE 1
0.39 0 2011-04-01 0 FALSE 0
0.65 0 2011-07-01 1 TRUE 0