[R] AutoRegression with Subset of Lags/Coefficients

2012-02-01 Thread David Esp
Hi, In order to produce an autoregression where only certain lags are allowed, specified in advance (e.g. c(1,2,5) ), I have found it necessary to look beyond the standard [ar] function, thankfully discovering the [FitAR] package, wherein the [FitARp] function provided exactly that capability. How

Re: [R] autoregression

2011-11-18 Thread Rolf Turner
On 19/11/11 05:54, Keith Thompson wrote: Hi, I am new to R and looking to do auto-regression / ARIMA type modeling. My data has both date and time which I need to combine into a single date-Time value. The time steps are unequal. What package is best for doing the regression and plotting the

[R] autoregression

2011-11-18 Thread Keith Thompson
Hi, I am new to R and looking to do auto-regression / ARIMA type modeling. My data has both date and time which I need to combine into a single date-Time value. The time steps are unequal. What package is best for doing the regression and plotting the predicted values against the actual data?