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

[Duncan Mackay]

I forgot  to send this to the list
It may make things easier

Duncan

-----Original Message-----
From: Duncan Mackay [mailto:dulcalma at bigpond.com] 
Sent: Monday, 24 February 2014 10:01
To: 'C W'
Subject: RE: [R] predict.lm() does not take ts objects in formula

Hi

You have not told us what newdata is

To sort things out try 

library(zoo)

> x <- as.yearqtr(1900 + seq(0, 19)/4)
> dat = data.frame(t = t, q = q,dat)
> z = zoo(dat,x)
> z
        t  q t.1 q.1 dat        
1900 Q1  1 1  1  1   -0.78964685
1900 Q2  2 2  2  2    0.48781464
1900 Q3  3 3  3  3    2.16803254
1900 Q4  4 4  4  4    0.50069461
1901 Q1  5 1  5  1    0.62021020
1901 Q2  6 2  6  2   -0.96590321
1901 Q3  7 3  7  3    0.16265471
1901 Q4  8 4  8  4   -2.07823754
1902 Q1  9 1  9  1    0.48522682
1902 Q2 10 2 10  2    0.69676878
1902 Q3 11 3 11  3    0.18551392
1902 Q4 12 4 12  4    0.70073352
1903 Q1 13 1 13  1    0.31168103
1903 Q2 14 2 14  2    0.76046236
1903 Q3 15 3 15  3    1.84246363
1903 Q4 16 4 16  4    1.11236284
1904 Q1 17 1 17  1    0.03266396
1904 Q2 18 2 18  2   -1.11444896
1904 Q3 19 3 19  3    0.41805782
1904 Q4 20 4 20  4   -0.40023524
> predict(lm(dat ~ t+q, z))
    1900 Q1     1900 Q2     1900 Q3     1900 Q4     1901 Q1     1901 Q2
1901 Q3 
-0.78964685  0.48781464  2.16803254  0.50069461  0.62021020 -0.96590321
0.16265471 
    1901 Q4     1902 Q1     1902 Q2     1902 Q3     1902 Q4     1903 Q1
1903 Q2 
-2.07823754  0.48522682  0.69676878  0.18551392  0.70073352  0.31168103
0.76046236 
    1903 Q3     1903 Q4     1904 Q1     1904 Q2     1904 Q3     1904 Q4 
 1.84246363  1.11236284  0.03266396 -1.11444896  0.41805782 -0.40023524 
if you have to convert
> as.ts(z)
         t q t.1 q.1         dat
1900 Q1  1 1   1   1 -0.78964685
1900 Q2  2 2   2   2  0.48781464
1900 Q3  3 3   3   3  2.16803254
1900 Q4  4 4   4   4  0.50069461
1901 Q1  5 1   5   1  0.62021020
1901 Q2  6 2   6   2 -0.96590321
1901 Q3  7 3   7   3  0.16265471
1901 Q4  8 4   8   4 -2.07823754
1902 Q1  9 1   9   1  0.48522682
1902 Q2 10 2  10   2  0.69676878
1902 Q3 11 3  11   3  0.18551392
1902 Q4 12 4  12   4  0.70073352
1903 Q1 13 1  13   1  0.31168103
1903 Q2 14 2  14   2  0.76046236
1903 Q3 15 3  15   3  1.84246363
1903 Q4 16 4  16   4  1.11236284
1904 Q1 17 1  17   1  0.03266396
1904 Q2 18 2  18   2 -1.11444896
1904 Q3 19 3  19   3  0.41805782
1904 Q4 20 4  20   4 -0.40023524

Regards

Duncan

Duncan Mackay
Department of Agronomy and Soil Science
University of New England
Armidale NSW 2351
Email: home: mackay at northnet.com.au

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of C W
Sent: Monday, 24 February 2014 09:34
To: r-help
Subject: [R] predict.lm() does not take ts objects in formula

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!


Mike

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