[R] how to express time series linear model Q(t) ~ Q(t-1)+.. Q(t-n) as a formula

Carlos J. Gil Bellosta cgb at datanalytics.com
Fri Jan 29 18:20:13 CET 2010


Hello,

You may problably need to create the lagged vars yourself and use them 
as input for the NN.

Best regards,

Carlos J. Gil Bellosta
http://www.datanalytics.com
http://datanalytics.wordpress.com


CJ Rubio wrote:
> For example I have a time series
> 
> Q(t) ~ Q(t-1) + Q(t-2) + Q(t-3)
> 
> meaning that my current value is dependent to the 3 previous values.
> 
> Can anybody help me express this in a formula that I can use for my neural
> network model (I am planning to use packages "nnet" and "MASS")



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