dynformula {plm} | R Documentation |
A function to create easily formula with lags
dynformula(formula,lag.form=NULL,diff.form=NULL,log.form=NULL)
formula |
a formula, |
lag.form |
a list containing the lag structure of each variable in the formula, |
diff.form |
a list of logical values indicating whether variables should be differenced, |
log.form |
a list of logical values indicating whether variables should be in logarithms. |
lag.form
, diff.form
and log.form
should be lists of length equal to the total number
variables. Each element of these lists is :
either a vector of length 2 (c(1,4) means
lags 1,2,3 and 4) or a scalar (3 means lags 0,1,2,3 except for
the lhs variable for which it is 1,2,3) for lag.form
.
logical values for diff.form
and log.form
.
It can also be an incomplete named list (to apply the transformation for only some variables) with eventually an unnamed element which then is the default 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.
Yves Croissant
# all variables in log, x1, x2 and x3 laged twice, y laged once and x3 differenced dynformula(y~x1+x2+x3,lag.form=list(2,y=1),diff.form=list(x3=TRUE),log.form=TRUE)