Stef:
1. Read and follow the posting guide. I could make no sense of your
post. This may be because I didn't work hard enough to decrypt it -
which I shouldn't have to do -- or because I'm too stupid -- which I
can't do anything about anyway.
2. What does this have to do with R anyway? Try posting on a
statistical list like stats.stackexchange.com if your primary concern
is "What should I do" rather than "How do I do _this_ in R?"
-- Bert
On Mon, Jun 4, 2012 at 5:11 PM, stef salvez <loggy...@googlemail.com> wrote:
> Dear R users,
>
> I have data on 4 types of interest rates. These rates evolve over
> time and across regions of countries . So for each type of interest
> rates I want to run a regression of rates on some other variables.
> So my regression for one type of interest rate will be I_{ij}_t= a
> +regressors +error term.
> where I_{ij}_t is the absolute difference in rates between two
> locations i and j at time t. Note that i and j can be locations in
> the same country or locations at different countries.
> What I need is construct a vector with all the pairs of locations for
> a specific t. Put differently, I want to see how the interest rate
> differential evolves over time for each pair of region. But the
> monthly time series data I have available are heterogeneous across
> countries
>
> Take a look at the following table
>
> Country A country B country C
> country D country E country F
>
> '2-11-2002 ' 07-12-2002' '23-11-2002'
> '26-10-2002' '27-12-2002'
> .
> .
> .
> 09-10-2004' '06-11-2004' 02-10-2004' 09-10-2004'
>
>
> >From the above table, In country A the time starts at "2/11/02 , in
> country B the time starts at "07/12/02 and so forth.
> Furthermore, in country A the time ends at "9/10/04 , in country B
> the time ends at "06/11/02 and so forth.
> As a result of this anomaly in the beginning of time, the time duration for
> each country differs
>
> So I cannot construct these pairs because for a particular time, t,
> the rate exists in one location, but the rate in another location
> starts after t or ends before t.
>
> So the main thing I need to define is what I want done when data has
> not yet started or is already finished in another country. I do not
> know actually what the best solution is. This is my main question.
> I found something about extrapolation (if this is to be the solution)
> but I learn that extrapolation usually has quite a wide margin of
> error!! Apart from that, I have no idea how to implement it in R.
>
> Do you think that it would be better to try and create a more
> symmetric sample so as the start and end dates across countries to be
> very similar?
> It is a data analysis problem. I need some help....
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
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