Thanks,
I was trying apply(TestZoo,2,lm,TestZoo~time(TestZoo))
which was throwing a formula error.
On Tue, Dec 21, 2010 at 12:21 PM, Gabor Grothendieck <
ggrothendi...@gmail.com> wrote:
> On Tue, Dec 21, 2010 at 3:02 PM, steven mosher <mosherste...@gmail.com>
> wrote:
> > I have a matrix of zoo series. each series is in a column.
> > x <- as.yearmon(2000 + seq(0, 23)/12)
> > # 24 months of data, lets make 20 sets of random data
> > testData <- matrix(rnorm(480),ncol=20)
> > # make a zoo object and columns will hold the 20 series
> > TestZoo <- zoo(testData,order.by=x)
> > # now run lm for just one series.
> > m <- lm(TestZoo[,1]~time(TestZoo))$coeff[2]
> > m
> > time(TestZoo)
> > 0.3443124
> > m2 <- lm(TestZoo[,2]~time(TestZoo))$coeff[2]
> > m2
> > time(TestZoo)
> > -0.1192866
> >
> > I've been struggling trying to use apply ( or something equally suitable)
> to
> > get a vector of "m" for this entire matrix
> > without resorting to a loop.
> >
>
> Try this:
>
> lm(TestZoo ~ time(TestZoo))
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
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