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

Gabor Grothendieck ggrothendieck at gmail.com
Mon Feb 24 01:32:14 CET 2014


On Sun, Feb 23, 2014 at 7:25 PM, C W <tmrsg11 at gmail.com> wrote:
> Gabor,
> Let me change newdata since it's confusing.
>
> Suppose I want to predict, year 1990, and quarter 2.
>> newdata <- data.frame(c(1990, 1, 0, 0)
>
> Since Q1 is a baseline, we will only see Q2, Q3, Q4.  So, 4 parameters in
> total.
>

The formula:

    tsdata ~ t + q

regresses tsdata on t and q so if you come up with a new value of t and a new
value q you can make a new prediction.  The year is not one of those
two variables.
If that is the model you want then you must specify a t and a q as in
my last response.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
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email: ggrothendieck at gmail.com




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