[R] Error with VAR function of VARS package

2008-10-04 Thread Gabriel Paul Mihalache
I'm trying to get the VAR method of the VARS package to work and I get this weird (probably internal) error: > usvardata CBR CDR RGDPGrowthRate 1610416 8.6 -1.98 16105 15.8 8.6 1.62 ... 16123 14.4 8.6 3.55 16124 14.39 8.52 2.75 > usvar <- V

Re: [R] diff() for panel data

2008-09-20 Thread Gabriel Paul Mihalache
> This doesn't help you immediately, but in the next couple of days I'll > be releasing the plyr function which would allow you do something > like: Thank you! I'm looking forward to it! Meanwhile, Mark Leeds sent me exactly the code I needed. (Using split() to get df-s by country and then just u

[R] diff() for panel data

2008-09-20 Thread Gabriel Paul Mihalache
Hello, everyone! I'd like to find out how I can do first log differences in a panel? (The Penn World Table data that's available in the PWT package) The regular diff() function ignores the country/index/"panel unit", with depressing results. A second request, how can I best "filter" the data (e.g.

Re: [R] diff() for panel data

2008-09-20 Thread Gabriel Paul Mihalache
I was suggested that more details with help re: my question on first differences in panel data... The data set in question is PWT6.2: > str(pwt6.2) 'data.frame': 10340 obs. of 27 variables: $ country: Factor w/ 188 levels "Afghanistan",..: 1 1 1 1 1 1 1 1 1 1 ... $ isocode: Factor w/ 188 leve