| DiffPanel {PooledMeanGroup} | R Documentation |
DiffPanel
Description
Calculates first differences of a particular variable from a panel data set
Usage
DiffPanel(variable, quantity)Arguments
variable |
a particular variable from a panel data set in the form of stacked time series; in practice; a selected singular column from a panel data set |
quantity |
a vector of the number of time series observations in each group; in practice, it takes the form c(T1,...Tn) since the PMG allows the numbers of time series observations to differ freely across groups (if the number of time series observations in each group is the same, then c(T,...,T) and T=T1=T2=...=Tn |
Details
Calculates first differences of a particular variable from a panel data set in order to bring it to stationarity. Preserves the original dimension of time series observations in each group, completing data lost due to differentiating by inserting "NA"
Value
First differences of a particular variable from a panel data set
Author(s)
Lech Kujawski, Piotr Zientara
Examples
# first import DataExp, i=1...9, T1=T2=...T9=35
data(DataExp)
DataExp[1:5,]
# then execute DiffPanel
y10=data.frame(y10=DataExp[,1], row.names=row.names(DataExp))
dy10=DiffPanel(variable=y10, quantity=rep(35,9))
diip=DiffPanel(variable=DataExp[,11], quantity=rep(35,9))
cbind(y10,dy10,diip)[1:5,]