pseries {plm} | R Documentation |
A class for panel series for which several useful computations are available.
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, ...)
x, object |
a |
effect |
the (individual or time) effect, |
k, lag |
the number of lags for the |
idbyrow |
if TRUE, the lines of the matrix are the individuals, |
... |
further arguments. |
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.
All these functions return an object of class pseries
, except between
which is a numeric vector.
Yves Croissant
# 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)