`time-series-panel-series.Rd`

*collapse* provides the following functions to work with time-dependent data:

`flag`

, and the lag- and lead- operators`L`

and`F`

are S3 generics to efficiently compute sequences of**lags and leads**on ordered or unordered regular / balanced or irregular / unbalanced time series and panel data.Similarly,

`fdiff`

,`fgrowth`

, and the operators`D`

,`Dlog`

and`G`

are S3 generics to efficiently compute sequences of suitably lagged / leaded and iterated**differences, log-differences and growth rates**.`fdiff/D/Dlog`

can also compute**quasi-differences**of the form \(x_t - \rho x_{t-1}\) or \(log(x_t) - \rho log(x_{t-1})\) for log-differences.`psmat`

is an S3 generic to efficiently convert panel-vectors or`plm::pseries`

and data frames or`plm::pdata.frame`

's to**panel series matrices and 3D arrays**, respectively.`psacf`

,`pspacf`

and`psccf`

are S3 generics to compute estimates of the**auto-, partial auto- and cross- correlation or covariance functions**for panel-vectors or`plm::pseries`

, and multivariate versions for data frames or`plm::pdata.frame`

's.

S3 Generic | Methods | Description | ||

`flag/L/F` | `default, matrix, data.frame, pseries, pdata.frame, grouped_df` | Compute (sequences of) lags and leads | ||

`fdiff/D/Dlog` | `default, matrix, data.frame, pseries, pdata.frame, grouped_df` | Compute (sequences of lagged / leaded and iterated) (quasi-)differences or (quasi-)log-differences | ||

`fgrowth/G` | `default, matrix, data.frame, pseries, pdata.frame, grouped_df` | Compute (sequences of lagged / leaded and iterated) growth rates (exact or via log-differencing, in percentage terms) | ||

`psmat` | `default, pseries, data.frame, pdata.frame` | Convert panel data to matrix / array | ||

`psacf` | `default, pseries, data.frame, pdata.frame` | Compute ACF on panel data | ||

`pspacf` | `default, pseries, data.frame, pdata.frame` | Compute PACF on panel data | ||

`psccf` | `default, pseries, data.frame, pdata.frame` | Compute CCF on panel data |