Re: [R] detecting autocorrelation structure in panel data

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

[R] detecting autocorrelation structure in panel data

Hello, I'm a newby in R. I have created a data.frame holding panel data, with 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