dynformula {plm}R Documentation

Dynamic Formula

Description

A function to create easily formula with lags and differences

Usage

dynformula(formula, lag.form = NULL, diff.form = NULL, log.form = NULL)

Arguments

formula a formula,
lag.form a list containing the lag structure of each variable in the formula,
diff.form a vector (or a list) of logical values indicating whether variables should be differenced,
log.form a vector (or a list) of logical values indicating whether variables should be in logarithms.

Details

lag.form is a list, diff.form and log.form are vectors (or lists) that should be of length equal to the total number variables. Each element of these lists/vectors is :

It can also be an incomplete named list/vector (to apply the transformation for only some variables) with eventually an unnamed element which then is the default value.

Value

an object of class c("dynformula","formula"), which is a formula with four additional attributes : var, the names of the variables in the formula, lag, diff and log which store the information about lags, differences and logs.
A formula method coerces the dynformula object to a standard formula.

Author(s)

Yves Croissant

Examples

# all variables in log, x1, x2 and x3 laged twice, y laged once and x3 differenced
z <- dynformula(y ~ x1+x2+x3, lag.form = list(2,y=1),
                diff.form = c(x3=TRUE), log.form = TRUE)
formula(z)

[Package plm version 1.2-1 Index]