DearGiovanni,Congratulationsfor the truly helpful plm package! Being new to R,
I have a problem with the plm function for financial markets timeseries data:
After having defined a large, unbalanced panel pdata.frame
(https://www.dropbox.com/s/2r9t1cu9v65gobk/Database_CN_2004.csv?dl=0)and
running a simple OLS model of two variables regressing company returns(Perf) on
index returns (PerfIn)synch <-plm (Perf ~ PerfIn , data=pCN04, na.action =
na.omit, index=c("Unit", "Week"), model="pooling") I keepreceiving the
following error:Error in model.matrix.pFormula(formula, data, rhs =1, model =
model, : NA in theindividual index variableIn addition:Warning message:In
`[.data.frame`(index, as.numeric(rownames(mf)),) : NAsintroduced by coercion
There aremuch more NAs in y (Perf) than in x (PerfIn) and I have tried to get
rid ofthem with na.omit. Another error I have is with the same model for the
r.squaredfunction r.squared(pCN04,model=NULL, Perf ~ PerfIn, type= "ess")Error
in tss.default(object, model = model) : unused argument (model = model)In
addition: Warning message:In mean.default(haty) : argument is not numeric or
logical: returning NAMany thanks in advance,your help is very precious to
me!Constanze
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