On Sun, Feb 23, 2014 at 6:34 PM, C W <tmrs...@gmail.com> wrote: > Hello, > I don't know how to use predict.lm() for ts object. > > Here's the time series regression. > y = t + Q1 + Q2 + Q3 + Q4 > > Here's my R code, > >> dat <- rnorm(20) >> tsdat <- ts(dat, start=c(1900, 1), freq=4) >> q <- as.factor(rep(1:4, 5)) >> t <- 1:20 >> lm(tsdat~t+q) > > Call: > lm(formula = tsdat ~ t + q) > > Coefficients: > (Intercept) t q2 q3 q4 > -0.167030 -0.009484 0.507132 0.113818 -0.734521 > >> predict(model, newdata=newdata) > 1 2 3 4 5 6 > -0.17651394 0.32113359 -0.08166464 -0.93948758 -0.21445060 0.28319692 > 7 8 9 10 11 12 > -0.11960131 -0.97742425 -0.25238727 0.24526025 -0.15753798 -1.01536092 > 13 14 15 16 17 18 > -0.29032394 0.20732358 -0.19547465 -1.05329759 -0.32826061 0.16938691 > 19 20 > -0.23341132 -1.09123426 > Warning message: > 'newdata' had 4 rows but variables found have 20 rows > > > I am aware predict.lm() requires all data to be in data frame format. > Could someone tell me what is wrong? Thanks! > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Try this: predict(model) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ 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.
