[R] Using time series and lm

From: Matthieu Cornec <matthieu.cornec_at_gmail.com>
Date: Wed 02 Mar 2005 - 21:34:06 EST


I apologize for this question that may has been asked a lot of times but I could not go through it.

I create a multivariate time series containing NA values. (This dataset of time series can come directly from an imported file). I want to compute a linear regression and obtain a time serie for both residuals and fitted values. I have tried the trick ts.intersect, without success.

Could you help me out of this?



Notice the datats could come directly from an imported file, that is why I did not use ts.intersect(y,lagx=lag(x))


but how do I get a time serie of residuals instead of a vector residuals(fit)?

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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 Received on Wed Mar 02 21:47:40 2005

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