That is the thing. As a new comer to 'R' I don't understand how to write a formula when all I have is a time series. I don't know how to express the independent and dependent variables in a formula when the object is a time series. So please just solve this simple example and I will extrapolate from there.
Say the units of the time series is days and the value at each point is the response. If I wanted to fit a straiight line through the following time series: y <- 4:7 t <- ts(y) So this is saying to me something like 4 units were sold on the first day, 5 on the second, 6 on the third, and 7 on the fourth. So given the time series t I want to find the slope and inercept: y = m*x + b with x in days and the respoinse would be the number of units sold. I need to find 'm' and 'b'. If all I have is t (the time series above) then what would be the formula, and for that matter the arguments to lm to give the desired result? fit <- lm(???) Thank you. Kevin ---- stephen sefick <[EMAIL PROTECTED]> wrote: > So you want time as the independent variable? Let's say that the > units of y in your first example were seconds- couldn't you just use a > regular lm and say that the units were seconds, minutes, or what ever? > I am probably out of my league here, but I am just not understanding > what it is that you want. a time series is just a series of data > points indexed by time. Arima maybe, or some other cool times series > modeling approach- wavelet, spectral density- for frequency domain > type things... What are you trying to accomplish? > > On Fri, Sep 5, 2008 at 5:47 PM, <[EMAIL PROTECTED]> wrote: > > I want to fit a function to time series. If I had: > > > > x <- 1:4 > > y <- 1:4 > > > > lm(y~x) > > > > This would fit a simple line to the four points. But if it is represented > > as a time series > > > > x <- 1:4 > > t <- ts(x) > > > > lm(????) > > > > So I have a time series in the object t. How do I write a formula for lm? > > What do I put in the formula for x and y when I only have t (the time > > series). > > > > Kevin > > > > ---- stephen sefick <[EMAIL PROTECTED]> wrote: > >> what do you want to do? > >> > >> On Fri, Sep 5, 2008 at 3:22 PM, <[EMAIL PROTECTED]> wrote: > >> > I am sorry but I looked at ?lm and could not see any guidance on > >> > writting a formula. If I have two arrays or a data set then I know how > >> > to do that (y ~ x) but for a time series I am not sure how to write y or > >> > x. > >> > > >> > Thank you. > >> > > >> > Kevin > >> > > >> > ---- Gabor Grothendieck <[EMAIL PROTECTED]> wrote: > >> >> The Time Series section in ?lm should be self explanatory. If you are > >> >> using > >> >> diff's and lag's then look at the dyn package. > >> >> > >> >> On Fri, Sep 5, 2008 at 12:25 PM, <[EMAIL PROTECTED]> wrote: > >> >> > I did a ?lm and it said basically to be careful when using lm and a > >> >> > time series. But my question is probably more to do with my > >> >> > inexperience that anything. If I have a time series object 'ti' how > >> >> > do I write the formula? The response is the value at any particular > >> >> > time and the time is basically the index of the time series. But I > >> >> > don't know how to put that into a formula. > >> >> > > >> >> > Thank you. > >> >> > > >> >> > Kevin > >> > > >> > ______________________________________________ > >> > [email protected] 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. > >> > > >> > >> > >> > >> -- > >> Stephen Sefick > >> Research Scientist > >> Southeastern Natural Sciences Academy > >> > >> Let's not spend our time and resources thinking about things that are > >> so little or so large that all they really do for us is puff us up and > >> make us feel like gods. We are mammals, and have not exhausted the > >> annoying little problems of being mammals. > >> > >> -K. Mullis > > > > > > > > -- > Stephen Sefick > Research Scientist > Southeastern Natural Sciences Academy > > Let's not spend our time and resources thinking about things that are > so little or so large that all they really do for us is puff us up and > make us feel like gods. We are mammals, and have not exhausted the > annoying little problems of being mammals. > > -K. Mullis ______________________________________________ [email protected] 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.
