ivxj.delete_period_obs

Functions

delete_period_obs(A, Tlens, h[, fromStart])

Delete h observations from the start or end of each submatrix.

Module Contents

ivxj.delete_period_obs.delete_period_obs(A, Tlens, h, fromStart=True)[source]

Delete h observations from the start or end of each submatrix.

This function removes the first h observations from each submatrix in unbalanced panel data to create a lag effect. If fromStart is set to False, the function will delete the last h observations instead.

Parameters:

  • A (1D array-like, dtype=float64) – The full dataset, represented as a stacked 1D array.

  • Tlens (1D array-like, dtype=int) – The lengths of each submatrix (individual time series) in the panel.

  • h (int) – The number of observations to delete from each submatrix.

  • fromStart (bool, default=True) – If True, delete the first h observations; if False, delete the last h observations.

Returns:

B – The dataset after deleting h observations from each submatrix.

Return type:

2D array-like, dtype=float64