explore_within_persistence

source

explore_within_persistence(
    df,
    var,
    *,
    entity=None,
    time=None,
    lag=1,
    demean=True,
    alpha=None,
    title=None,
    subtitle=None,
)

Within-unit serial correlation: this period’s value against the previous one.

Parameters

Name	Type	Description	Default
df	pd.DataFrame	Panel data frame.	required
var	str	Numeric variable.	required
entity	str \| None	Panel identifiers (default to those declared via :func:`expdpy.set_panel`).	`None`
time	str \| None	Panel identifiers (default to those declared via :func:`expdpy.set_panel`).	`None`
lag	int	Lag (in periods) for the comparison (default 1). Only consecutive observed periods exactly `lag` apart are paired.	`1`
demean	bool	If `True` (default), remove each unit’s mean first, isolating the within-unit serial correlation (the part fixed-effects models exploit).	`True`
alpha	float \| None	Marker opacity. Defaults to a sample-size-based value.	`None`

Returns

Name	Type	Description
	WithinPersistenceResult	`df` (lagged pairs), `fig`, `rho` (within serial correlation), `slope` (AR fit), `n_pairs` and `demeaned`.

Examples

import expdpy as ex
from expdpy.data import load_kuznets, load_kuznets_data_def

df = ex.set_labels(load_kuznets(), load_kuznets_data_def(), set_panel=True)
ex.explore_within_persistence(df, var="gini_regional").fig