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collapse (version 1.1.0)

A7-time-series-panel-series: collapse Time-Series and Panel-Series

Description

collapse provides the following functions to work with time-dependent data:

  • flag, and the lag- and lead- operators L and F are S3 generics to efficiently compute sequences of lags and leads on ordered or unordered time-series and panel data.

  • fdiff, fgrowth, and the operators D and G are S3 generics to efficiently compute sequences of suitably lagged and iterated differences and growth rates or log-differences on ordered or unordered time-series and panel data. They can also be used to compute forward (leaded) differences or growth rates.

  • psmat is an S3 generic to efficiently expand panel-vectors or plm::pseries and data.frame's or plm::pdata.frame's to panel-series matrices and 3D arrays, respectively.

  • psacf, pspacf and psccf are S3 generics to compute estimates of the auto-, partial auto- and cross- correlation or covariance functions for panel-vectors or plm::pseries, and multivariate versions for data.frame's or plm::pdata.frame's.

Arguments

Table of Functions

S3 Generic Methods Description
flag/L/F default, matrix, data.frame, pseries, pdata.frame, grouped_df compute (sequences of) lags and leads
fdiff/D default, matrix, data.frame, pseries, pdata.frame, grouped_df compute (sequences of lagged and iterated) differences
fgrowth/G default, matrix, data.frame, pseries, pdata.frame, grouped_df compute (sequences of lagged and iterated) growth rates or log-differences
psmat default, pseries, data.frame, pdata.frame convert panel-data to matrix/array
psacf default, pseries, data.frame, pdata.frame compute ACF on panel-data
pspacf default, pseries, data.frame, pdata.frame compute PACF on panel-data

See Also

Collapse Overview, Data Transformations