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

 


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