Dear R-List,

I have data that is collected in panels like this (output from the dput() function, the first 20 observations in the data set):

structure(list(Country = structure(c(1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), .Label = c("Belgium",
"Denmark", "Czech.Republic", "Germany", "Estonia", "Greece",
"Spain", "France", "Ireland", "Italy", "Cyprus", "Latvia", "Lithuania",
"Luxembourg", "Hungary", "Malta", "Netherlands", "Austria", "Poland",
"Portugal", "Slovenia", "Slovakia", "Bulgaria", "Romania", "Finland",
"Sweden", "UK"), class = "factor"), Year = c(2003, 2003, 2003,
2003, 2003, 2003, 2003, 2003, 2003, 2003, 2003, 2003, 2004, 2004,
2004, 2004, 2004, 2004, 2004, 2004), Month = c(1, 2, 3, 4, 5,
6, 7, 8, 9, 10, 11, 12, 1, 2, 3, 4, 5, 6, 7, 8), Yes = c(21L,
18L, 20L, 19L, 31L, 39L, 28L, 2L, 28L, 21L, 26L, 50L, 14L, 28L,
50L, 83L, 10L, 25L, 22L, 6L), No = c(0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 4L, 0L, 0L, 0L, 0L), Abstention = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 3L, 0L,
0L, 0L, 0L), No.Neg = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), Abstention.Neg = c(0L,
0L, 0L, 1L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L,
0L, 0L, 0L), Yes.Neg = c(1L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 1L,
0L, 1L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L), Yes.Pos = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L), Missing = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), Enlargement = c(0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1)), .Names = c("Country",
"Year", "Month", "Yes", "No", "Abstention", "No.Neg", "Abstention.Neg",
"Yes.Neg", "Yes.Pos", "Missing", "Enlargement"), row.names = c(NA,
20L), class = "data.frame")

The data set has in total 27 countries for the years 1999 to 2008, but with unbalanced panels.

I want to be able to estimate a model and do forecasting for each country in the data set. I have been looking into the YourCast package from King et al. but since I have all my data in a single file, I am at a loss as to how to create a data object that the yourcast() function will accept. Does anyone know how to do this without going through the tedious procedure of manually splitting the data file up into the different cross sections?

Best, Thomas

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