pseries function

panel series

A class for panel series for which several useful computations and data transformations are available.

## S3 method for class 'pseries'
print(x, ...)

## S3 method for class 'pseries'
as.matrix(x, idbyrow = TRUE, ...)

## S3 method for class 'pseries'
plot(
  x,
  plot = c("lattice", "superposed"),
  scale = FALSE,
  transparency = TRUE,
  col = "blue",
  lwd = 1,
  ...
)

## S3 method for class 'pseries'
summary(object, ...)

## S3 method for class 'summary.pseries'
plot(x, ...)

## S3 method for class 'summary.pseries'
print(x, ...)

Sum(x, ...)

## Default S3 method:
Sum(x, effect, ...)

## S3 method for class 'pseries'
Sum(x, effect = c("individual", "time", "group"), ...)

## S3 method for class 'matrix'
Sum(x, effect, ...)

Between(x, ...)

## Default S3 method:
Between(x, effect, ...)

## S3 method for class 'pseries'
Between(x, effect = c("individual", "time", "group"), ...)

## S3 method for class 'matrix'
Between(x, effect, ...)

between(x, ...)

## Default S3 method:
between(x, effect, ...)

## S3 method for class 'pseries'
between(x, effect = c("individual", "time", "group"), ...)

## S3 method for class 'matrix'
between(x, effect, ...)

Within(x, ...)

## Default S3 method:
Within(x, effect, ...)

## S3 method for class 'pseries'
Within(x, effect = c("individual", "time", "group", "twoways"), ...)

## S3 method for class 'matrix'
Within(x, effect, ...)

Arguments

• x, object: a pseries or a matrix; or a summary.pseries object,

• ...: further arguments, e. g., na.rm = TRUE for transformation functions like between, see Details

  and Examples .

• idbyrow: if TRUE in the as.matrix method, the lines of the matrix are the individuals,

• plot, scale, transparency, col, lwd: plot arguments,

• effect: for the pseries methods: character string indicating the "individual", "time", or "group" effect, for Within

  "twoways" additionally; for non-pseries methods, effect is a factor specifying the dimension ("twoways" is not possible),

Returns

All these functions return an object of class pseries or a matrix, except:

between, which returns a numeric vector or a matrix; as.matrix, which returns a matrix.

Details

The functions between, Between, Within, and Sum perform specific data transformations, i. e., the between, within, and sum transformation, respectively.

between returns a vector/matrix containing the individual means (over time) with the length of the vector equal to the number of individuals (if effect = "individual" (default); if effect = "time", it returns the time means (over individuals)). Between

duplicates the values and returns a vector/matrix which length/number of rows is the number of total observations. Within returns a vector/matrix containing the values in deviation from the individual means (if effect = "individual", from time means if effect = "time"), the so called demeaned data. Sum returns a vector/matrix with sum per individual (over time) or the sum per time period (over individuals) with effect = "individual" or effect = "time", respectively, and has length/ number of rows of the total observations (like Between).

For between, Between, Within, and Sum in presence of NA values it can be useful to supply na.rm = TRUE as an additional argument to keep as many observations as possible in the resulting transformation. na.rm is passed on to the mean()/sum() function used by these transformations (i.e., it does not remove NAs prior to any processing!), see also Examples .

Examples

# First, create a pdata.frame
data("EmplUK", package = "plm")
Em <- pdata.frame(EmplUK)

# Then extract a series, which becomes additionally a pseries
z <- Em$output
class(z)

# obtain the matrix representation
as.matrix(z)

# compute the between and within transformations
between(z)
Within(z)

# Between and Sum replicate the values for each time observation
Between(z)
Sum(z)

# between, Between, Within, and Sum transformations on other dimension
between(z, effect = "time")
Between(z, effect = "time")
Within(z, effect = "time")
Sum(z, effect = "time")

# NA treatment for between, Between, Within, and Sum
z2 <- z
z2[length(z2)] <- NA # set last value to NA
between(z2, na.rm = TRUE) # non-NA value for last individual
Between(z2, na.rm = TRUE) # only the NA observation is lost
Within(z2, na.rm = TRUE)  # only the NA observation is lost
Sum(z2, na.rm = TRUE)     # only the NA observation is lost

sum(is.na(Between(z2))) # 9 observations lost due to one NA value
sum(is.na(Between(z2, na.rm = TRUE))) # only the NA observation is lost
sum(is.na(Within(z2))) # 9 observations lost due to one NA value
sum(is.na(Within(z2, na.rm = TRUE))) # only the NA observation is lost
sum(is.na(Sum(z2))) # 9 observations lost due to one NA value
sum(is.na(Sum(z2, na.rm = TRUE))) # only the NA observation is lost

See Also

is.pseries() to check if an object is a pseries. For more functions on class 'pseries' see lag(), lead(), diff() for lagging values, leading values (negative lags) and differencing.

Author(s)

Yves Croissant