On Sat, 31 Mar 2007, Andre Jung wrote: > Dear all, > > I have three timeseries Uts, Vts, Wts. The relation between the time > series can be expressed as > > Uts = x Vts + y Wts + residuals > > How would I feed this to lm() to evaluate the unknowns x and y?
If the time series are aligned (and univariate) you can just do lm(Uts ~ Vts + Wts) If not, have a look at the "dynlm" and/or "dyn" packages. Z > Thanks, > andre > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
