
Dear R users,
I would like to estimate a multivariate spacetime series with the following
structure.
Dependent variable: rate of selfemployment on region i at time t;
Covariates are: a set of economic (i.e. rate of unemployment, rate of
unemployment squared, sectoral composition) and demographic characteristics
(i.e. gender distribution, proportion of ethnical minorities, educational
level) of region i at time t1.
The main factor of interest is the relationship between the rate of
unemployment of any given region at period t1 and the level of
selfemployment at period t. The hypothesis being tested is if individuals
are pushed of pulled into selfemployment.
I'm using regional data from 100 different counties in the UK (i=100) as my
geographical units (I have both the shape file with the boundaries of this
regions and the centroids for each one of them). And I have over 11 years of
quarterly data (t=46). I've used the spdep package to run a few
crosssection models with spatial autocorrelation, but I would really like
to explore the longitudinal aspect of my dataset.
I would like to know if you might have any idea of how I could set up a
spacetime model using R commands. Any references and/or suggestions will be
more than welcomed.
All the very best,
Joao Pedro
