Hey, all, I may just be missing something, but I'm trying to construct a temporal autoregression with an independant variable other than just what is happened at a previous point in time. So, the model structure would be something like
y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a*x(t) I'm even considering a model of y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a1*x(t)+a2*x(t-1)... So, my data looks like Time y x 1 4 6 2 5 10 3 10 1 etc. When looking at ar() and similar methods, however, it seemed that the input was a single vector - say, in this case, the value y. Is there a method that allows me to specify an explicit model that would then incorporate x? ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
