pseries {plm}R Documentation

panel series

Description

A class for panel series for which several useful computations are available.

Usage

between(x, ...)
Between(x, ...)
Within(x, ...)
## S3 method for class 'pseries'
lag(x, k = 1, ...)
## S3 method for class 'pseries'
diff(x, lag = 1, ...)
## S3 method for class 'pseries'
as.matrix(x, idbyrow = TRUE, ...)
## S3 method for class 'pseries'
between(x, effect = c("individual", "time"), ...)
## S3 method for class 'pseries'
Between(x, effect = c("individual", "time"), ...)
## S3 method for class 'pseries'
Within(x, effect = c("individual", "time"), ...)
## S3 method for class 'pseries'
summary(object, ...)
## S3 method for class 'summary.pseries'
print(x, ...)

Arguments

x, object

a pseries or a summary.pseries object,

effect

the (individual or time) effect,

k, lag

the number of lags for the lag and diff methods,

idbyrow

if TRUE, the lines of the matrix are the individuals,

...

further arguments.

Details

A pseries is obtained when a series is extracted from a pdata.frame object. It consists on the original series with the index attribute of the pdata.frame. Specific transformations (within and between) are available and special lag and diff methods are provided.

Value

All these functions return an object of class pseries, except between which is a numeric vector.

Author(s)

Yves Croissant

Examples

# Create first a pdata.frame
data("EmplUK", package = "plm")
Em <- pdata.frame(EmplUK)
# Then extract a serie, which becomes a pseries
z <- Em$output
class(z)
# obtain the matrix representation
as.matrix(z)
# compute the between, within transformation
between(z)
Within(z)
# Between replicate the values for each time observations
Between(z)
# compute the first and third lag, and the difference laged twice
lag(z)
lag(z, 3)
diff(z, 2)

[Package plm version 1.2-10 Index]