| dynformula {plm} | R Documentation |
A function to create easily formula with lags and differences
dynformula(formula, lag.form = NULL, diff.form = NULL, log.form = NULL)
formula |
a formula, |
lag.form |
a list containing the lag structure of each variable in the formula, |
diff.form |
a vector (or a list) of logical values indicating whether variables should be differenced, |
log.form |
a vector (or a list) of logical values indicating whether variables should be in logarithms. |
lag.form is a list, diff.form and log.form are
vectors (or lists) that should be of length equal to the total number
variables. Each element of these lists/vectors is :
c(1,4) means lags 1,2,3 and 4) or
a scalar (3 means lags 0,1,2,3 except for the left–hand side
variable for which it is 1,2,3) for lag.form.
diff.form and log.form.
It can also be an incomplete named list/vector (to apply the transformation for only some variables) with eventually an unnamed element which then is the default value.
an object of class c("dynformula","formula"), which is a
formula with four additional attributes : var, the names of the
variables in the formula, lag, diff and log which
store the information about lags, differences and logs.
A formula method coerces the dynformula object to a
standard formula.
Yves Croissant
# all variables in log, x1, x2 and x3 laged twice, y laged once and x3 differenced
z <- dynformula(y ~ x1+x2+x3, lag.form = list(2,y=1),
diff.form = c(x3=TRUE), log.form = TRUE)
formula(z)