Re: [R] Linear model and time series

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Sat 31 Mar 2007 - 18:05:35 GMT


On Sat, 31 Mar 2007, Andre Jung wrote:

> Dear all,
>
> I have three timeseries Uts, Vts, Wts. The relation between the time
> series can be expressed as
>
> Uts = x Vts + y Wts + residuals
>
> How would I feed this to lm() to evaluate the unknowns x and y?

If the time series are aligned (and univariate) you can just do   lm(Uts ~ Vts + Wts)
If not, have a look at the "dynlm" and/or "dyn" packages. Z

> Thanks,
> andre
>
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>
>



R-help@stat.math.ethz.ch 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. Received on Sun Apr 01 04:07:42 2007

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