On Mar 1, 2006, at 8:35 PM, 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) > | > > Yes: arima(), see in particular the xreg argument. >
Thanks so much! arima() seems to mostly fit the bill. I have data from multiple sites to use, as well. e.g. Time y1 x1 y2 x2 1 4 6 7 10 2 5 10 5 20 3 10 1 7 15 etc. I would like to use all of the sites in creating a model - I realize that the structure of the model would now be along the lines of: y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a1*x(t)+a2*x(t-1)...+c Where c is the site effect - I know this can get all wrapped up in the intercept, but, how does one pass this data to arima() to make it work? I know that arima() takes a vector of y values - can it take a matrix of y values and a corresponding matrix of x values, or is there some other function that does this? -Jarrett ______________________________________________ [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
