Does the following example answer your "arima" question:
IntReg <- cbind(It=(1:48)>20, It.w=((1:48)>20)*(1:48),
It.lh=((1:48)>20)*c(0, lh[-48]) )
arima(lh, order = c(1,0,0), xreg=IntReg)
hope this helps.
spencer graves
Jarrett Byrnes wrote:
> 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
>
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