install.packages("dplyr", "tidyr", "plm")
library(dplyr)
library(tidyr)
library(plm)
investment <- read.csv("~/Desktop/panels/investment_panel.csv")
investment <- investment %>% group_by(year) %>% mutate(across(investment, ~ mean(.), .names = "{col}_mean"))
investment$investment_cross <- investment$investment - investment$investment_mean
investment <- as.data.frame(investment)
invest <- pdata.frame(investment, drop.index = TRUE, index = c("province", "year"))
cipstest(invest$investment, lags = 2, type = "drift", model = "dmg")
cipstest(invest$investment_cross, lags = 2, type = "drift", model = "mg")