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.
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