PooledMeanGroup (version 1.0)

DiffPanel: 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

Value

First differences of a particular variable from a panel data set

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"

Examples

# NOT RUN {
# 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,]
# }