[R] predict.lm() does not take ts objects in formula

[Gabor Grothendieck]

On Sun, Feb 23, 2014 at 6:34 PM, C W <tmrsg11 at gmail.com> wrote:
> Hello,
> I don't know how to use predict.lm() for ts object.
>
> Here's the time series regression.
> y = t + Q1 + Q2 + Q3 + Q4
>
> Here's my R code,
>
>> dat <- rnorm(20)
>> tsdat <- ts(dat, start=c(1900, 1), freq=4)
>> q <- as.factor(rep(1:4, 5))
>>  t <- 1:20
>>  lm(tsdat~t+q)
>
> Call:
> lm(formula = tsdat ~ t + q)
>
> Coefficients:
> (Intercept)            t           q2           q3           q4
>   -0.167030    -0.009484     0.507132     0.113818    -0.734521
>
>> predict(model, newdata=newdata)
>           1           2           3           4           5           6
> -0.17651394  0.32113359 -0.08166464 -0.93948758 -0.21445060  0.28319692
>           7           8           9          10          11          12
> -0.11960131 -0.97742425 -0.25238727  0.24526025 -0.15753798 -1.01536092
>          13          14          15          16          17          18
> -0.29032394  0.20732358 -0.19547465 -1.05329759 -0.32826061  0.16938691
>          19          20
> -0.23341132 -1.09123426
> Warning message:
> 'newdata' had 4 rows but variables found have 20 rows
>
>
> I am aware predict.lm() requires all data to be in data frame format.
>  Could someone tell me what is wrong?  Thanks!
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

Try this:

predict(model)


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