kkashin / panelar Goto Github PK
View Code? Open in Web Editor NEWR package for Estimation of Linear AR(1) Panel Data Models
R package for Estimation of Linear AR(1) Panel Data Models
Hello and thanks a lot for developing the library! I try to use the function "panelAR" for Parks estimation in panel regression. I have about 800 supermarkets and daily data. Not for every supermarket there is data for the whole period (unbalanced panel). Unfortunately, I get the error message: "Error: cannot allocate vector of size XY GB". Any thoughts?
For some reason I am not able to find I get the error message: Error: The time variable must be defined as an integer. when I try to run a model.
Replication code:
In the gapminder data, the year variable is integer by default:
panel_data <- gapminder::gapminder
pcse_ar1 <- panelAR::panelAR(lifeExp ~ pop + gdpPercap, data = panel_data, panelVar = 'country', timeVar = 'year', autoCorr = 'ar1', panelCorrMethod = "pcse")
> is.integer(panel_data$year)
[1] TRUE
I want to know whether this package would be maintained for future.
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