First differencing with multiple time period in R / R studio
0
Hello everyone I am struggling with this exercise:
i have a dependent variable y, six dummy for the years from 1993 to 1998 and 3 other independent variable (x1,x2,x3).
The question is to use first differencing to estimate a model that include an intercept and the dummy for the years 1994 to 1998. How I can do this in R?
Thank you in advance.
r
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
add a comment |
0
Hello everyone I am struggling with this exercise:
i have a dependent variable y, six dummy for the years from 1993 to 1998 and 3 other independent variable (x1,x2,x3).
The question is to use first differencing to estimate a model that include an intercept and the dummy for the years 1994 to 1998. How I can do this in R?
Thank you in advance.
r
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
In R you have thediff()function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference forx1would bediff(data$x1, 12)
– Mako212
Nov 20 '18 at 18:13
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06
add a comment |
0
0
0
Hello everyone I am struggling with this exercise:
i have a dependent variable y, six dummy for the years from 1993 to 1998 and 3 other independent variable (x1,x2,x3).
The question is to use first differencing to estimate a model that include an intercept and the dummy for the years 1994 to 1998. How I can do this in R?
Thank you in advance.
r
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
Hello everyone I am struggling with this exercise:
i have a dependent variable y, six dummy for the years from 1993 to 1998 and 3 other independent variable (x1,x2,x3).
The question is to use first differencing to estimate a model that include an intercept and the dummy for the years 1994 to 1998. How I can do this in R?
Thank you in advance.
r
r
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
asked Nov 20 '18 at 18:03
giovanni montanarigiovanni montanari
113
113
In R you have thediff()function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference forx1would bediff(data$x1, 12)
– Mako212
Nov 20 '18 at 18:13
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06
add a comment |
In R you have thediff()function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference forx1would bediff(data$x1, 12)
– Mako212
Nov 20 '18 at 18:13
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06
In R you have the
diff() function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference for x1 would be diff(data$x1, 12)– Mako212
Nov 20 '18 at 18:13
In R you have the
diff() function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference for x1 would be diff(data$x1, 12)– Mako212
Nov 20 '18 at 18:13
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06
add a comment |
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In R you have the
diff()function, and you can specify the number of lag periods. For instance, if you have monthly data, the first difference forx1would bediff(data$x1, 12)– Mako212
Nov 20 '18 at 18:13
But what if for example I have a vector with 50 observations and the difference that I want to compute is the second object minus the first object, the fourth minus the third, the sixth minus the fifth and so on.. Obtaining in this way a new vector of 25 observations. In other words I don't want also the difference between the third and the second term.
– giovanni montanari
Nov 24 '18 at 9:32
I’d recommend asking that as a new question with sample data
– Mako212
Nov 24 '18 at 19:06