[R] Autoregressive Model with Independent Variable

Jarrett Byrnes jebyrnes at ucdavis.edu
Thu Mar 2 05:06:10 CET 2006

Hey, all, I may just be missing something, but I'm trying to construct 
a temporal autoregression with an independant variable other than just 
what is happened at a previous point in time.  So, the model structure 
would be something like


I'm even considering a model of


So, my data looks like

Time		y 	x
1		4	6
2		5	10
3		10	1

When looking at ar() and similar methods, however, it seemed that the 
input was a single vector - say, in this case, the value y.  Is there a 
method that allows me to specify an explicit model that would then 
incorporate x?

More information about the R-help mailing list