To whom it may concern, This is Oscar Saenz. I am working on my thesis and wanted to ask for your help.
I am using "R" to estimate a Generalized Additive Model where the concentration of a specific pollutant is explained by a series of variables. I need to introduce a lag of the regressand in my equation. I tried to do so by estimating: eq1 <- gam(y~s(time,bs="cr")+s(x1,bs="cr")+s(x2,bs="cr")+s(x3,bs="cr")+ D1+D2+D3+D4+D5+D6+lag(y, k = 1),data=bellver,family=gaussian) where (D1,...,D7 are day-of-the-week dummies; x1, x2 and x3 are weather related variables; time is a trend; and lag(y, k = 1) was supposed to be the lag of the dependent variable) but this did not work. So, HOW CAN I INTRODUCE THE LAG IN MY GAM ESTIMATIONS? Thank you very much. Your help will be very valuable. Receive my best regards, Oscar ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
