[R] lm and time series.

rkevinburton at charter.net rkevinburton at charter.net
Fri Sep 5 21:22:20 CEST 2008


I am sorry but I looked at ?lm and could not see any guidance on writting a formula. If I have two arrays or a data set then I know how to do that (y ~ x) but for a time series I am not sure how to write y or x.

Thank you.

Kevin

---- Gabor Grothendieck <ggrothendieck at gmail.com> wrote: 
> The Time Series section in ?lm should be self explanatory.   If you are using
> diff's and lag's then look at the dyn package.
> 
> On Fri, Sep 5, 2008 at 12:25 PM,  <rkevinburton at charter.net> wrote:
> > I did a ?lm and it said basically to be careful when using lm and a time series. But my question is probably more to do with my inexperience that anything. If I have a time series object 'ti' how do I write the formula? The response is the value at any particular time and the time is basically the index of the time series. But I don't know how to put that into a formula.
> >
> > Thank you.
> >
> > Kevin



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