On 1 March 2006 at 20:06, Jarrett Byrnes wrote:
| 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?
Yes: arima(), see in particular the xreg argument.
Dirk
--
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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