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 regular / balanced or irregular / unbalanced time series and panel data.

• Similarly, fdiff, fgrowth, and the operators D, Dlog and G are S3 generics to efficiently compute sequences of suitably lagged / leaded and iterated differences, log-differences and growth rates. fdiff/D/Dlog can also compute quasi-differences of the form x_t - ρ x_{t-1} or log(x_t) - ρ log(x_{t-1}) for log-differences.

• psmat is an S3 generic to efficiently convert panel-vectors or plm::pseries and data frames 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 frames or plm::pdata.frame's.

Table of Functions

See Also

Collapse Overview, Data Transformations