:
t.dd <- ts(t.d, freq=24)
t.mm <- ts(t.m, freq=24)
Hope this helps,
Andy
From:
Dave Evens
To:
"\"r-help@r-project.org\""
Date:
06/21/2011 04:13 PM
Subject:
[R] dynlm
Sent by:
r-help-boun...@r-project.org
Dear All,
I'm trying to use dynlm
Dear All,
I'm trying to use dynlm to fit a time series.
I have 3 seasonal terms. Here is an example of the problem.
This is my time variable, hourly data:
timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31
23:00:00"), by="hour")
My response
is:
y <- rnorm(length(
Dear All,
I'm trying to use dynlm to fit a time series.
I have 3 seasonal terms. Here is an example of the problem.
This is my time variable, hourly data:
timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31
23:00:00"), by="hour")
My response
is:
y <- rnorm(length(
The dyn package has a predict method that can typically be used to
predict one step ahead (and you can use a loop to get multiple steps).
To use just preface lm (or glm or any model fitting function in R
that uses model.frame in the same way as lm). It works with zoo,
zooreg, ts, its and irts cla
On Sun, 22 Nov 2009, zubin wrote:
Hello, can one use predict, as you can with other model objects like lm,
with dynlm to predict a new data set that is identical in field names,
just a different time period.
Be nice if you could, I don't really want to create a new data set with
all the lags, h
Hello, can one use predict, as you can with other model objects like lm,
with dynlm to predict a new data set that is identical in field names,
just a different time period.
Be nice if you could, I don't really want to create a new data set with
all the lags, hoping it would generate dynamically.
On Sat, 18 Apr 2009, Ron Burns wrote:
I want to set up a model with a formula and then run dynlm(formula) because I
ultimately want to loop over a set of formulas (see end of post)
R> form <- gas~price
R> dynlm(form)
Time series regression with "ts" data:
Start = 19
I want to set up a model with a formula and then run dynlm(formula)
because I ultimately want to loop over a set of formulas (see end of post)
R> form <- gas~price
R> dynlm(form)
Time series regression with "ts" data:
Start = 1959(1), End = 1990(4)
Works OK without a Lag
Hello Werner,
this is easily clarified. The code in my book contains an error: please
replace the line:
error.lagged <- error[-c(99, 100)]
with
error.lagged <- error[-c(1, 100)]
I will file this in the errata section on my web-site and will correct
the relevant example in the urca and vars pack
On Wed, 15 Oct 2008, Werner Wernersen wrote:
Hi,
I was wondering why the results from lm and dynlm are not the same for
what I think is the same model.
...because it's not the same model :-)
I haven't looked at this in detail, but:
set.seed(123456)
e1 <- rnorm(100)
e2 <- rnorm(100)
y1 <-
Hi,
I was wondering why the results from lm and dynlm are not the same for what I
think is the same model.
I have just modified example 4.2 from the Pfaff book, please see below for the
code and results.
Can anyone tell my what I am doing wrongly?
Many thanks,
Werner
set.seed(123456)
e1 <-
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