[R] Quarterly data in PLM package

[Millo Giovanni]

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" <Jose at erini.ac.uk>
Subject: [R] Quarterly data in PLM package
To: <r-help at R-project.org>
Message-ID:
	<C9328F0EEDC3BC439FDABD12060E9109AF14B3 at 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}}