[R] lm and time series

From: Matthieu Cornec <matthieu.cornec_at_gmail.com>
Date: Sat 05 Mar 2005 - 00:10:50 EST


I create a multivariate time series containing NA values (that could 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)?

Matthieu Cornec

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 Received on Sat Mar 05 02:56:04 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:30:40 EST