[R] Linear model mixed with an ARIMA model

[Spencer Graves]

	  Have you considered using corARMA with, e.g., lme in library(nlme), 
as described in Pinheiro and Bates (2000) Mixed-Effects Models in S and 
S-PLUS (Springer, esp. table 5.3)?

	  hope this helps.
	  spencer graves
p.s.  You might get quicker and more useful replies if you follow the 
posting guide! "www.R-project.org/posting-guide.html".

Zhu, Zhaoxuan wrote:

> Dear all, 
> 
> 
> I'm looking for how can I input a linear model with an arma model,like
> 
> log(y) = 8.95756 + 0.0346414^t - 0.1*t^2   + ut           
> ut=-0.296ut-1+at-0.68at-1  
> 
> where log(y) is qudratic function ,for the time series trend,
> 
> and get then get the residuals from the first function. 
> 
>  " obersvations value - the fit value = ut"
> 
> and fit an ARIMA(1,1,1) model for ut.
> 
> anyway,how can I combine this two models together as a group ? 
> 
> my purpose is to  to use this mixed model forecast  'y'
> 
> can you help me?  I will very appreciate it.
> 
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