dt_gen_panel: Transfer Panel Data

In common2016/VARrf: What the Package Does (One Line, Title Case)

Description

Transfer Panel Data

Usage

dt_gen_panel(regdata, indx = c("id", "year"), s = 1, plag = 1, yname = FALSE)

Arguments

regdata	a data frame, either a time series or panal data
indx	if regdata is time series, indx is NULL. If regdata is panal data, indx is a character string vector whose length is 2, the 1st element is coloumn name of individual id, and the 2nd element is coloumn names of time.
s	a horizon in local projections, default is 1.
plag	lag order of VAR.
yname	logical, whether return the name of dependent variables.

Value

if yname is FALSE, return a data.frame include indepedent variables and depedent variables in VAR. If yname is TRUE, returen a list, the 1st element is data.frame, the 2nd element is names of dependent variables.

common2016/VARrf documentation built on July 27, 2020, 2:41 a.m.