Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: summarize

Macro: panlag
Description: Computes the lag of the variable

Usage: {zlag}=panlag(z,a, {T})
Input:
z Dataset NT x {2+} + k Matrix
T Number of time periods for a BALANCED Dataset scalar a Konstante für y(i,t)=(1-a)*z(i,t)+a*z(i,t-1) scalar
Output:
zlag Output matrix with (Ti-1)*N Observations string

Note:

Example:
z=read("dynpanel.dat")   ; read data set
it=z[,1:2]               ; Matrix of indices
z0=panlag(it~z[,4],0)    ; truncate first observation
z1=panlag(it~z[,4],1)    ; lag of second variable 
itlag=z0[,1:2]           ; new indices
dz2=z0[,3]-z1[,3]        ; differences of the second var.
Result:


Library: metrics
See also: summarize

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 17.8.2000