[R] Regression - how to deal with past values?

[Comcast]

Have you done any searching (with for instance the term "forecast")? If so then you should describe what you found and why it doesn't meet your needs.

-- 
David


Sent from my iPhone

On Aug 15, 2011, at 7:54 PM, "Eduardo M. A. M.Mendes" <emammendes at gmail.com> wrote:

> Many thanks but I am not  looking for a remote consulting.
> 
> Actually it is not difficult but unfortunately I am a newbie as far as
> writing functions on R.  
> 
> Can I gather from your email that there is nothing available on R that deals
> with dynamic models (k-step ahead and free-run)?
> 
> Cheers
> 
> Ed
> 
> 
> -----Original Message-----
> From: Bert Gunter [mailto:gunter.berton at gene.com] 
> Sent: Monday, August 15, 2011 7:42 PM
> To: Eduardo M. A. M.Mendes
> Cc: r-help at r-project.org
> Subject: Re: [R] Regression - how to deal with past values?
> 
> This may not be helpful, but this sounds difficult enough that you should
> work with a local statistician rather than trying to get remote consulting
> here.
> 
> -- Bert
> 
> On Mon, Aug 15, 2011 at 3:00 PM, Eduardo M. A. M.Mendes
> <emammendes at gmail.com> wrote:
>> Dear R-users
>> 
>> 
>> 
>> I need to fit a nonlinear model to a piece of data. The model to be 
>> fitted uses past values of the input and the ouput - something like
>> 
>> y(k) ~ f(y(k-1),y(k-2),u(k),u(k-1) ....) (k is time index).  As far as 
>> I know I could use earth(MARS), nnet and etc but I am not sure how to 
>> deal with the past values since most, if not all, examples I saw 
>> formula does not take in account past values of any input (let alone
> output).
>> 
>> 
>> 
>> Is there any package available that deals with this type of 
>> regression?  (ar
>> (linear) is not what I am looking for).
>> 
>> 
>> 
>> Is there any example out there that I can follow?  I have searched the 
>> web using words such as fitting and past values but I could not find 
>> what I want.
>> 
>> 
>> 
>> Many thanks
>> 
>> 
>> 
>> Ed
>> 
>> 
>> 
>> 
>>        [[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> 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.
>> 
> 
> 
> 
> --
> "Men by nature long to get on to the ultimate truths, and will often be
> impatient with elementary studies or fight shy of them. If it were possible
> to reach the ultimate truths without the elementary studies usually prefixed
> to them, these would not be preparatory studies but superfluous diversions."
> 
> -- Maimonides (1135-1204)
> 
> Bert Gunter
> Genentech Nonclinical Biostatistics
> 467-7374
> 
> ______________________________________________
> 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.