Household and capital-asset variable and investment by asset. We compute investment jumps for each capital-asset definition individually. This file has all investments for each household considering different investment-capital variable (Agr. vs biz vs joint) definitions.
Format
Household and investment (unique start and end) file
- id
Household ID
- ivars
Capital-asset variable for finding investment jumps
- hh_inv_asset_ctr
Unique household + capital-asset investment counter
- hh_inv_ctr
Unique household investment span counter across
ivars- mth_inv_start
Start time of investment span
- mth_inv_end
End time of investment span
- capital_prior
Capital-asset level prior to investment
- capital_end
Capital-asset level after investment
- capital_invest
Level of investment, difference of end and prior
- thres_inv_mgap
Month gap allowed to merge investment jump together as one investment
- thres_inv_dfds
Standard deviation threshold for counting investment jump
Examples
data(tstm_invest)
summary(tstm_invest)
#> thres_inv_mgap thres_inv_dfsd id ivars
#> Min. :2 Min. :2.326 Min. : 70201 Length:8414
#> 1st Qu.:2 1st Qu.:2.326 1st Qu.:270217 Class :character
#> Median :2 Median :2.326 Median :490110 Mode :character
#> Mean :2 Mean :2.326 Mean :345803
#> 3rd Qu.:2 3rd Qu.:2.326 3rd Qu.:490629
#> Max. :2 Max. :2.326 Max. :531026
#> hh_inv_asset_ctr hh_inv_ctr mth_inv_start mth_inv_end
#> Min. :1.000 Min. : 1.000 Min. : 1.00 Min. : 1.0
#> 1st Qu.:1.000 1st Qu.: 2.000 1st Qu.: 38.00 1st Qu.: 38.0
#> Median :2.000 Median : 3.000 Median : 75.00 Median : 75.0
#> Mean :2.019 Mean : 3.506 Mean : 75.62 Mean : 75.7
#> 3rd Qu.:3.000 3rd Qu.: 5.000 3rd Qu.:113.00 3rd Qu.:113.0
#> Max. :9.000 Max. :16.000 Max. :160.00 Max. :160.0
#> capital_prior capital_end capital_invest
#> Min. : 0 Min. : 67 Min. : 40
#> 1st Qu.: 13633 1st Qu.: 42624 1st Qu.: 10000
#> Median : 84448 Median : 147092 Median : 29987
#> Mean : 717603 Mean : 821901 Mean : 104298
#> 3rd Qu.: 486749 3rd Qu.: 634460 3rd Qu.: 67865
#> Max. :141177726 Max. :141635206 Max. :11577376
print(tstm_invest)
#> # A tibble: 8,414 × 11
#> thres_inv_mgap thres_inv_dfsd id ivars hh_inv_asset_ctr hh_inv_ctr
#> <dbl> <dbl> <dbl> <chr> <dbl> <dbl>
#> 1 2 2.33 70201 agg_BS_1011 1 1
#> 2 2 2.33 70201 agg_BS_3011 1 1
#> 3 2 2.33 70202 agg_BS_1011 1 1
#> 4 2 2.33 70202 agg_BS_1011 2 2
#> 5 2 2.33 70202 agg_BS_1011 3 3
#> 6 2 2.33 70202 agg_BS_1011 4 4
#> 7 2 2.33 70202 agg_BS_1011 5 5
#> 8 2 2.33 70202 agg_BS_1011 6 7
#> 9 2 2.33 70202 agg_BS_1012 1 8
#> 10 2 2.33 70202 agg_BS_1021 1 8
#> # ℹ 8,404 more rows
#> # ℹ 5 more variables: mth_inv_start <dbl>, mth_inv_end <dbl>,
#> # capital_prior <dbl>, capital_end <dbl>, capital_invest <dbl>