It looks like just simple ARMA model; there is no visible I-part in Jarrett's specification. Unless it's hidden in the '...' part :)
Janusz. On Wed, 1 Mar 2006, Dirk Eddelbuettel wrote: > > 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 ______________________________________________ [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
