[R] lm and time series.

rkevinburton at charter.net rkevinburton at charter.net
Fri Sep 5 23:47:41 CEST 2008

I want to fit a function to time series. If I had:

x <- 1:4
y <- 1:4


This would fit a simple line to the four points. But if it is represented as a time series

x <- 1:4
t <- ts(x)


So I have a time series in the object t. How do I write a formula for lm? What do I put in the formula for x and y when I only have t (the time series). 


---- stephen sefick <ssefick at gmail.com> wrote: 
> what do you want to do?
> On Fri, Sep 5, 2008 at 3:22 PM,  <rkevinburton at charter.net> wrote:
> > 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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> >
> -- 
> Stephen Sefick
> Research Scientist
> Southeastern Natural Sciences Academy
> Let's not spend our time and resources thinking about things that are
> so little or so large that all they really do for us is puff us up and
> make us feel like gods. We are mammals, and have not exhausted the
> annoying little problems of being mammals.
> 	-K. Mullis

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