Re: [R] Time Series on Binary Data.

2014-03-01 Thread Cristiano Varin
Among various possibilities, you might consider a logistic or probit regression model with ARMA errors specified via Gaussian copula. This approach is implemented in the package gcmr ("Gaussian Copula Marginal Regression"). Example: logistic model with covariates S1 and S2 and AR(1,2) errors

[R] Time Series on Binary Data.

2014-02-27 Thread shilpi harpavat
Hi, I have a dichotomous data where some my independent variables are categorical, some are continuous and some are binary(0/1) My dependent is a binary response (Fail/NoFail,0/1) . The data is some readings collected everyday over a period of time. The goal is to use this data and see if we c