[R] R - Time Series Regression with a p-value check for each additional added point.

From: Rick Dunkelberger <rwd5013_at_gmail.com>
Date: Tue, 24 May 2011 10:04:05 -0400


Hi All,

Here is my sample data set..
y x

7/4/2009 -0.2368 -1.2727
7/11/2009 -0.5039 -5.2805
7/18/2009 -0.6655 -6.9641
7/25/2009 -0.3936 -3.6937
8/1/2009 -0.3463 -5.6457
8/8/2009 -0.3000 -1.7368
8/15/2009 0.2378 6.4600
8/22/2009 -0.2962 -3.1113
8/29/2009 -0.4346 -4.2039
9/5/2009 -0.6971 -7.8216
9/12/2009 -0.1217 5.1446
9/19/2009 -0.3107 2.0862
9/26/2009 -0.1797 -3.6055

10/3/2009 0.2299 -0.7373
*10/10/2009 0.4098 -10.1939*

When graphed on a scatter plot the bold faced data point significantly reduces the robustness of my regression model. Question, is there a way in R to run a p-value check on each added data point. So lets say given the range of 7/4/2009- 10/03/2009 my p-value was .01; but then after adding 10/10/2009 to the data set my p-value increased to 0.4. At this point a conditional statement could be made saying IF(p-value increase > z) then stop regression at prior date.

Thanks for your help,

Rick

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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. Received on Tue 24 May 2011 - 16:55:21 GMT

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