# [R] lm and time series.

stephen sefick ssefick at gmail.com
Sat Sep 6 00:15:39 CEST 2008

```So you want time as the independent variable?  Let's say that the
units of y in your first example were seconds- couldn't you just use a
regular lm and say that the units were seconds, minutes, or what ever?
I am probably out of my league here, but I am just not understanding
what it is that you want.  a time series is just a series of data
points indexed by time.  Arima maybe, or some other cool times series
modeling approach- wavelet, spectral density- for frequency domain
type things...  What are you trying to accomplish?

On Fri, Sep 5, 2008 at 5:47 PM,  <rkevinburton at charter.net> wrote:
> I want to fit a function to time series. If I had:
>
> x <- 1:4
> y <- 1:4
>
> lm(y~x)
>
> 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)
>
> lm(????)
>
> 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).
>
> Kevin
>
> ---- 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
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > and provide commented, minimal, self-contained, reproducible code.
>> >
>>
>>
>>
>> --
>> Stephen Sefick
>> Research Scientist
>>
>> 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
>
>

--
Stephen Sefick
Research Scientist