On Fri, 5 Sep 2008, [EMAIL PROTECTED] wrote:
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(???)
y <- ts(4:7)
lm(y ~ time(y))
And as previously pointed out to you: To preserve the time series
properties, look at ?lm, the "dynlm" and "dyn" packages.
Z
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
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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--
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
______________________________________________
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.
______________________________________________
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.
