[R] Time Series information in formulae

2006-04-12 Thread Claus Dethlefsen
Dear List The UKgas data is stored as an object of class 'ts'. I am trying to use UKgas in a formula as argument to a function. However, I do not know how to access the 'time series' information in the response (such as start() end() etc.). Here is a boiled down example. ssm -

Re: [R] Time Series information in formulae

2006-04-12 Thread Prof Brian Ripley
The problem here is that you called model.frame() with (I presume, the 'factory-fresh' default) na.action=na.omit, and model.frame is documented to remove tsp attributes in that case. Use model.frame(..., na.action = NULL), e.g. model.frame(~UKgas, na.action=NULL)[[1]] is a time

Re: [R] Time Series information in formulae

2006-04-12 Thread Gabor Grothendieck
You might want to look at the dyn package. It allows time series in model formulae, e.g. this aligns UKgas and diff(UKgas) properly: dyn$lm(UKgas ~ diff(UKgas)) dyn$ transforms the above to dyn(lm(dyn(UKgas ~ diff(UKgas and the inner dyn adds class dyn to the formula's class vector