Hi everybody, I am working with the plm package. I am struggling with the generation of the data frame in the plm() function. An example of my data are found in the attachment and I want to run a pooled regression on those. Hence, I need to generate a data frame using pdata.frame() function and this is what I get:
pdata.frame(plm.CoVaR,index=c("Sector","Date"))->data > head(data,100) Sector Date DeltaCoVaR 1-01/02/2000 1 01/02/2000 -2.331174662 1-01/02/2001 1 01/02/2001 -2.091099896 1-01/02/2002 1 01/02/2002 -2.126445804 1-01/02/2005 1 01/02/2005 -1.580493046 1-01/02/2006 1 01/02/2006 -1.648100073 1-01/02/2007 1 01/02/2007 -1.494696604 The problem is that I do not understand the first column. Furthermore, I have daily data but the variables are not sorted by their date. The ordering looks confusing and some years are omitted in the R output. What is wrong here? Can anybody help me? Thanks in advance. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.