I think that the problem is probably that y and lag(y,k=1) just get coerced back to numeric (i.e. their time-series attributes ar lost). So your model formula is equivalent to y~.... + y, which is probably not what you wanted.
If y is in time order, I would do something like bellver$y.1 <- c(NA,bellver$y[1:(nrow(bellver)-1)]) and then use y.1 as the covariate in place of lag(y,k=1). (do check this is lagging in the right direction for you) On Tuesday 05 October 2010 14:09, Oscar Saenz de Miera wrote: > To whom it may concern, > > This is Oscar Saenz. I am working on my thesis and wanted to ask for your > help. > > I am using "R" to estimate a Generalized Additive Model where the > concentration of a specific pollutant is explained by a series of > variables. I need to introduce a lag of the regressand in my equation. > > I tried to do so by estimating: > > eq1 <- gam(y~s(time,bs="cr")+s(x1,bs="cr")+s(x2,bs="cr")+s(x3,bs="cr")+ > D1+D2+D3+D4+D5+D6+lag(y, k = 1),data=bellver,family=gaussian) > > where (D1,...,D7 are day-of-the-week dummies; x1, x2 and x3 are > weather related variables; time is a trend; and lag(y, k = 1) was supposed > to be the lag of the dependent variable) > > but this did not work. > > So, HOW CAN I INTRODUCE THE LAG IN MY GAM ESTIMATIONS? > > Thank you very much. Your help will be very valuable. > > Receive my best regards, > > Oscar > > > > > ______________________________________________ > R-help@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. -- > Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK > +44 1225 386603 www.maths.bath.ac.uk/~sw283 ______________________________________________ R-help@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.