On Mon, Nov 28, 2011 at 3:54 AM, Matteo Richiardi <matteo.richia...@gmail.com> wrote: > Hello, > I'm a newby in R. I have created a data.frame holding panel data, with > Take a look at the 'plm' package and its vignette.
Regards Liviu > the following columns: "id","time","y", say: > > periods = 100 > numcases = 100 > df = data.frame( > id = rep(1:numcases,periods), > time = rep(1:periods, each = numcases) > ) > df = transform(df,y=c(rnorm(numcases*periods)+id) > > I want to check whether "y" is autocorrelated. I came across the acf() > function, but I cannot understand how to specify that my time variable > is "time" and that individuals are identified by their "id". I have > also tried to convert my data.frame in a ts or a xts object, but got > really lost there. I'd really apreciate help... > > Thank you, > Matteo > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
