is.pconsecutive: Check if time periods are consecutive
In plm: Linear Models for Panel Data

is.pconsecutive

R Documentation

Check if time periods are consecutive

Description

This function checks for each individual if its associated time periods are consecutive (no "gaps" in time dimension per individual)

Usage

is.pconsecutive(x, ...)

## Default S3 method:
is.pconsecutive(x, id, time, na.rm.tindex = FALSE, ...)

## S3 method for class 'data.frame'
is.pconsecutive(x, index = NULL, na.rm.tindex = FALSE, ...)

## S3 method for class 'pseries'
is.pconsecutive(x, na.rm.tindex = FALSE, ...)

## S3 method for class 'pdata.frame'
is.pconsecutive(x, na.rm.tindex = FALSE, ...)

## S3 method for class 'panelmodel'
is.pconsecutive(x, na.rm.tindex = FALSE, ...)

Arguments

`x`	usually, an object of class `pdata.frame`, `data.frame`, `pseries`, or an estimated `panelmodel`; for the default method `x` can also be an arbitrary vector or `NULL`, see Details,
`...`	further arguments.
`id`, `time`	only relevant for default method: vectors specifying the id and time dimensions, i. e., a sequence of individual and time identifiers, each as stacked time series,
`na.rm.tindex`	logical indicating whether any `NA` values in the time index are removed before consecutiveness is evaluated (defaults to `FALSE`),
`index`	only relevant for `data.frame` interface; if `NULL`, the first two columns of the data.frame are assumed to be the index variables; if not `NULL`, both dimensions ('individual', 'time') need to be specified by `index` for `is.pconsecutive` on data frames, for further details see `pdata.frame()`,

Details

(p)data.frame, pseries and estimated panelmodel objects can be tested if their time periods are consecutive per individual. For evaluation of consecutiveness, the time dimension is interpreted to be numeric, and the data are tested for being a regularly spaced sequence with distance 1 between the time periods for each individual (for each individual the time dimension can be interpreted as sequence t, t+1, t+2, ... where t is an integer). As such, the "numerical content" of the time index variable is considered for consecutiveness, not the "physical position" of the various observations for an individuals in the (p)data.frame/pseries (it is not about "neighbouring" rows). If the object to be evaluated is a pseries or a pdata.frame, the time index is coerced from factor via as.character to numeric, i.e., the series ⁠as.numeric(as.character(index(<pseries/pdata.frame>)[[2]]))]⁠ is evaluated for gaps.

The default method also works for argument x being an arbitrary vector (see Examples), provided one can supply arguments id and time, which need to ordered as stacked time series. As only id and time are really necessary for the default method to evaluate the consecutiveness, x = NULL is also possible. However, if the vector x is also supplied, additional input checking for equality of the lengths of x, id and time is performed, which is safer.

For the data.frame interface, the data is ordered in the appropriate way (stacked time series) before the consecutiveness is evaluated. For the pdata.frame and pseries interface, ordering is not performed because both data types are already ordered in the appropriate way when created.

Note: Only the presence of the time period itself in the object is tested, not if there are any other variables. NA values in individual index are not examined but silently dropped - In this case, it is not clear which individual is meant by id value NA, thus no statement about consecutiveness of time periods for those "NA-individuals" is possible.

Value

A named logical vector (names are those of the individuals). The i-th element of the returned vector corresponds to the i-th individual. The values of the i-th element can be:

`TRUE`	if the i-th individual has consecutive time periods,
`FALSE`	if the i-th individual has non-consecutive time periods,
`"NA"`	if there are any NA values in time index of the i-th the individual; see also argument `na.rm.tindex` to remove those.

Author(s)

Kevin Tappe

Examples


data("Grunfeld", package = "plm")
is.pconsecutive(Grunfeld)
is.pconsecutive(Grunfeld, index=c("firm", "year"))

# delete 2nd row (2nd time period for first individual)
# -> non consecutive 
Grunfeld_missing_period <- Grunfeld[-2, ]
is.pconsecutive(Grunfeld_missing_period)
all(is.pconsecutive(Grunfeld_missing_period)) # FALSE

# delete rows 1 and 2 (1st and 2nd time period for first individual)
# -> consecutive
Grunfeld_missing_period_other <- Grunfeld[-c(1,2), ]
is.pconsecutive(Grunfeld_missing_period_other) # all TRUE

# delete year 1937 (3rd period) for _all_ individuals
Grunfeld_wo_1937 <- Grunfeld[Grunfeld$year != 1937, ]
is.pconsecutive(Grunfeld_wo_1937) # all FALSE

# pdata.frame interface
pGrunfeld <- pdata.frame(Grunfeld)
pGrunfeld_missing_period <- pdata.frame(Grunfeld_missing_period)
is.pconsecutive(pGrunfeld) # all TRUE
is.pconsecutive(pGrunfeld_missing_period) # first FALSE, others TRUE


# panelmodel interface (first, estimate some models)
mod_pGrunfeld <- plm(inv ~ value + capital, data = Grunfeld)
mod_pGrunfeld_missing_period <- plm(inv ~ value + capital, data = Grunfeld_missing_period)

is.pconsecutive(mod_pGrunfeld)
is.pconsecutive(mod_pGrunfeld_missing_period)

nobs(mod_pGrunfeld) # 200
nobs(mod_pGrunfeld_missing_period) # 199


# pseries interface
pinv <- pGrunfeld$inv
pinv_missing_period <- pGrunfeld_missing_period$inv

is.pconsecutive(pinv)
is.pconsecutive(pinv_missing_period)

# default method for arbitrary vectors or NULL
inv <- Grunfeld$inv
inv_missing_period <- Grunfeld_missing_period$inv
is.pconsecutive(inv, id = Grunfeld$firm, time = Grunfeld$year)
is.pconsecutive(inv_missing_period, id = Grunfeld_missing_period$firm, 
                                    time = Grunfeld_missing_period$year)

# (not run) demonstrate mismatch lengths of x, id, time 
# is.pconsecutive(x = inv_missing_period, id = Grunfeld$firm, time = Grunfeld$year)

# only id and time are needed for evaluation
is.pconsecutive(NULL, id = Grunfeld$firm, time = Grunfeld$year)

plm documentation built on June 22, 2024, 6:54 p.m.