[R] how to construct a time series

[David Winsemius]

On Apr 1, 2010, at 9:56 AM, n.vialma at libero.it wrote:

> Hi,
> I need to generate the time series of the production, but as I'm new  
> to this
> topic I am not able to do that. This is what the time series should  
> be:
>
> PROD(t)=PROD(t,T)
> PROD(t-1)=PROD(t-1,T)
> PROD(t-2)=PROD(t-1)*PROD(t-2,T-1)/PROD(t-1,T-1)
> PROD(t-3)=PROD(t-2)*PROD(t-3,T-2)/PROD(t-2,T-2)

It would make more sense to give a name to the LHS series that was  
different than the (higher dimensional) data input.

> ...
> ...
> ...
> from PROD(t-2)...it will get the same expression; where PROD(t,T) is  
> the value
> of the production at t for the sample of firms presented at T and T-1;
> Someone knows how to get it???

You have not provided a reproducible example from which to proceed  
(and have not even used correct R syntax in what you request), but it  
appears you will probable get success with matrix indexing that  
generates diagonal or sub-diagonal series processed with the cumprod  
function.

 > PROD <- matrix(1:25, nrow=5)
[4,]    9   14   19   24
 > PROD[row(PROD)==col(PROD)+1]
[1]  2  8 14 20

 > cumprod(PROD[row(PROD)==col(PROD)+1])
[1]    2   16  224 4480

#cumulative product of first sub-diagonal.

-- 
David Winsemius.