Dear Jose,
I can't see why it shouldn't, as long as the quarterly index has a natural and
recognizable ordering: this could be the only issue. Do not expect 'plm' to
cope with things like "mar-09, apr-09, ...", at least not out of the box (maybe
there is room for improvement here). All the rest applies to quarterly and
annual data as well.
Please let me know if there are any problems, better if attaching a
reproducible example (you're right, we could definitely use a quarterly
example!).
Best,
Giovanni
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
## original message ##
Message: 13
Date: Fri, 30 Oct 2009 11:23:36 -0000
From: "Jose Iparraguirre D'Elia" <j...@erini.ac.uk>
Subject: [R] Quarterly data in PLM package
To: <r-help@R-project.org>
Message-ID:
<c9328f0eedc3bc439fdabd12060e9109af1...@erini1.erini.local>
Content-Type: text/plain
Dear all,
Does anyone know if the PLM package (to run Panel Data Analysis) accepts
quarterly data?
The package vignette and documentation only use annual data -and the only time
index available seems to work for years.
José
Mr José Luis Iparraguirre
Senior Research Economist
Economic Research Institute of Northern Ireland
2 -14 East Bridge Street
Belfast BT1 3NQ
Northern Ireland
United Kingdom
Tel: +44 (0)28 9072 7365
## end original message ##
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}
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