[R] lm and time series.

[rkevinburton at charter.net]

That is the thing. As a new comer to 'R' I don't understand how to write a formula when all I have is a time series. I don't know how to express the independent and dependent variables in a formula when the object is a time series. So please just solve this simple example and I will extrapolate from there.

Say the units of the time series is days and the value at each point is the response. If I wanted to fit a straiight line through the following time series:

y <- 4:7
t <- ts(y)

So this is saying to me something like 4 units were sold on the first day, 5 on the second, 6 on the third, and 7 on the fourth.

So given the time series t I want to find the slope and inercept:

y = m*x + b

with x in days and the respoinse would be the number of units sold. I need to find 'm' and 'b'. If all I have is t (the time series above) then what would be the formula, and for that matter the arguments to lm to give the desired result?

fit <- lm(???)

Thank you.

Kevin

---- stephen sefick <ssefick at gmail.com> wrote: 
> 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
> >> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >> > and provide commented, minimal, self-contained, reproducible code.
> >> >
> >>
> >>
> >>
> >> --
> >> 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
> >
> >
> 
> 
> 
> -- 
> 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