panelAR: run.analysis – R documentation

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run.analysis

Run Analysis for Panel Data

Description

Provides a run analysis within each panel. Calculates number of runs per panel and returns start time, end time, and the length of each run.

Usage

run.analysis(object)

Arguments

object

an object of class "panelAR".

Value

The output of the function is an object of class "panelAR.runs".

`run.count`	a named vector indicating the number of runs per panel.
`runs`	a data frame, with each row corresponding to a run in the data. Panels with multiple runs appear in multiple rows. The data frame contains the start time of the run, the end time of the run, and the length of the run.
`rho`	autocorrelation parameters. Scalar if `"ar1"` option was used, vector of length N_p (number of panels) if `"psar1"` option was used, and `NULL` if `"none"` option was used.

Author(s)

Konstantin Kashin kkashin@fas.harvard.edu

Examples

data(WhittenWilliams)
# expect warning urging to use 'complete.case=FALSE'
out <- panelAR(milex_gdp~lag_milex_gdp+GOV_rl+gthreat+GOV_min+GOV_npty+election_yr+
lag_real_GDP_gr+cinclag+lag_alliance+lag_cinc_ratio+lag_us_change_milex_gdp, 
data=WhittenWilliams, panelVar="ccode", timeVar="year", autoCorr="psar1", 
panelCorrMethod="pcse", complete.case=TRUE)

run.analysis(out) # overview
run.analysis(out)$runs # details of each run

panelAR

Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation

v0.1

GPL (>= 2)

Authors

Konstantin Kashin <kkashin@fas.harvard.edu>

Initial release

2014-02-27