search for: schoc152

hi R-users! does anyone know how I can access/print only the first two digits of a number? if i have the number 23732, i would like to get 23. if i have 355 i would like to get 35. if i have 4 i would like to get 40. thanks for your help! christian

Dear R-users, I've been using R for a while and I am very satisfied! Unfortunately, I still have not figured out an efficient and general way to construct and use lags of time series, especially when I need to work with different packages. Let me give an example. I have two time series x and y and I want to estimate a variaty of distributed lags models and run different tests

Dear R-user, a few weeks ago I consulted the list-serve with a similar question. However, my task changed a little but sufficiently to get lost again. So I would appreciate any help on the following issue. I use the plm package and work with firm-level data in a panel. I would like to eliminate all firms that do not fulfill the requirement of having an observation in every variable used for at

Dear R-users, I am trying to estimate a state space model of the form (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) In particular my estimation in state space form looks like (3) a3_t = 1 * a3_t-1 + w_t w_t ~ N(0,W) (4) g_t = (a1, a2) * (1, P_t)' + u_t * a3_t + v_t v_t ~ N(0,V) where g_t is the

Dear r-users! I have another question regarding the dlm package and I would be very happy if someone could give me a hint! I am using the dlm package to get estimates for an endogenous rate of capacity utilization over time. The general form of a state space model is (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) The