Re: [R] MA process in panels

2013-01-08 Thread Philipp Grueber
Dear R users, after some time I have picked up working on this dataset again. I have found a way which produces reasonable results but I am not sure whether it is truly the correct way to go. I am still looking for a way to estimate a panel ARMA(1,1) with cross-sectional fixed effects (later I

[R] MA process in panels

2012-03-20 Thread Philipp Grueber
Dear R users, I have an unbalanced panel with an average of I=100 individuals and a total of T=1370 time intervals, i.e. T>>I. So far, I have been using the plm package. I wish to estimate a FE model like: res<-plm(x~c+v, data=pdata_frame, effect="twoways", model="within", na.action=na.omit) …w