On Thu, Jul 03, 2008 at 12:47:26PM +0200, ONKELINX, Thierry wrote: > As long as you don't supply future values of usa.p to predict, it can't do > any predictions at all. Also note that lm probably doesn't takes the > timeseries info (the time part of it) into account. You're just regressing > usa on usa.p. gls() is probably a better approach > > gls(log(usa) ~ log(usa.p) + year, correlation = corAR1(form = ~year))
Thanks to all for your comments. What I found out worked for me was arima: usa.m = arima(log(usa.p),order=c(1,1,2)) usa.lp = predict(usa.ml, 10)$pred To predict the next 10 years of population growth in the USA. best regards keld > Thierry > > ---------------------------------------------------------------------------- > ir. Thierry Onkelinx > Instituut voor natuur- en bosonderzoek / Research Institute for Nature and > Forest > Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, > methodology and quality assurance > Gaverstraat 4 > 9500 Geraardsbergen > Belgium > tel. + 32 54/436 185 > [EMAIL PROTECTED] > www.inbo.be > > To call in the statistician after the experiment is done may be no more than > asking him to perform a post-mortem examination: he may be able to say what > the experiment died of. > ~ Sir Ronald Aylmer Fisher > > The plural of anecdote is not data. > ~ Roger Brinner > > The combination of some data and an aching desire for an answer does not > ensure that a reasonable answer can be extracted from a given body of data. > ~ John Tukey > > -----Oorspronkelijk bericht----- > Van: Keld Jørn Simonsen [mailto:[EMAIL PROTECTED] > Verzonden: donderdag 3 juli 2008 12:28 > Aan: ONKELINX, Thierry > Onderwerp: Re: [R] problem with lm and predict - no predictions made > > On Thu, Jul 03, 2008 at 10:21:27AM +0200, ONKELINX, Thierry wrote: > > You'll need to specify newdata which is a dataframe with the information on > > the independent variables at the locations where yuou want predictions. In > > your case it will be a dataframe with information on us.p. > > I did so, and I also tried a number of other things, such as having the > data be in time series, and also having various valies for na.action - > na.exclude and such. still predict.lm would only give me predictions for > the first 28 observations, while I wanted also predictions for the > future values. > > what I did was then with time series, with NA for values I wanted > predicted: > > usa > Time Series: > Start = 1980 > End = 2030 > Frequency = 1 > [1] 2789.53 3128.43 3255.03 3536.68 3933.18 4220.25 4462.83 4739.48 > [9] 5103.75 5484.35 5803.08 5995.93 6337.75 6657.40 7072.23 7397.65 > [17] 7816.83 8304.33 8746.98 9268.43 9816.98 10127.95 10469.60 10960.75 > [25] 11685.93 12433.93 13194.70 13843.83 NA NA NA NA > [33] NA NA NA NA NA NA NA NA > [41] NA NA NA NA NA NA NA NA > [49] NA NA NA > > usa.p > Time Series: > Start = 1980 > End = 2030 > Frequency = 1 > [1] 227.62 229.92 232.13 234.25 236.31 238.42 240.59 242.75 244.97 247.29 > [11] 250.05 253.39 256.78 260.15 263.33 266.46 269.58 272.82 276.02 279.20 > [21] 282.31 285.25 288.10 290.85 293.53 296.26 299.08 301.97 NA NA > [31] NA NA NA NA NA NA NA NA NA NA > [41] NA NA NA NA NA NA NA NA NA NA > [51] NA > > > usa.d = data.frame(usa.p) > > usa.m = lm(usa ~ usa.p) > predict(usa.m,usa.d,n.count=5) > > Which only gave predictions for the first 28 observations > > I wanted it to also give predictons for the next 5. > > best regards > keld > > > HTH, > > > > Thierry > > > > > > ---------------------------------------------------------------------------- > > ir. Thierry Onkelinx > > Instituut voor natuur- en bosonderzoek / Research Institute for Nature and > > Forest > > Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, > > methodology and quality assurance > > Gaverstraat 4 > > 9500 Geraardsbergen > > Belgium > > tel. + 32 54/436 185 > > [EMAIL PROTECTED] > > www.inbo.be > > > > To call in the statistician after the experiment is done may be no more > > than asking him to perform a post-mortem examination: he may be able to say > > what the experiment died of. > > ~ Sir Ronald Aylmer Fisher > > > > The plural of anecdote is not data. > > ~ Roger Brinner > > > > The combination of some data and an aching desire for an answer does not > > ensure that a reasonable answer can be extracted from a given body of data. > > ~ John Tukey > > > > -----Oorspronkelijk bericht----- > > Van: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Namens Keld Jørn Simonsen > > Verzonden: donderdag 3 juli 2008 9:41 > > Aan: Erik Iverson > > CC: r-help@r-project.org > > Onderwerp: Re: [R] problem with lm and predict - no predictions made > > > > On Wed, Jul 02, 2008 at 08:55:54PM -0500, Erik Iverson wrote: > > > Hello - > > > > > > Keld Jørn Simonsen wrote: > > > >Hi > > > > > > > >I have a problem with lm and predict > > > > > > > >I have > > > > > > > >us > > > > [1] 2789.53 3128.43 3255.03 3536.68 3933.18 4220.25 4462.83 > > > > 4739.48 > > > > [9] 5103.75 5484.35 5803.08 5995.93 6337.75 6657.40 7072.23 > > > > 7397.65 > > > >[17] 7816.83 8304.33 8746.98 9268.43 9816.98 10127.95 10469.60 > > > >10960.75 > > > >[25] 11685.93 12433.93 13194.70 13843.83 > > > > > > > > > > > > us.p > > > > [1] 227.62 229.92 232.13 234.25 236.31 238.42 240.59 242.75 244.97 > > > > 247.29 > > > >[11] 250.05 253.39 256.78 260.15 263.33 266.46 269.58 272.82 276.02 > > > >279.20 > > > >[21] 282.31 285.25 288.10 290.85 293.53 296.26 299.08 301.97 > > > > > > > > us.l = lm(log(us) ~ log(us.p)) > > > >>predict(us.l,n.ahead=5) > > > > 1 2 3 4 5 6 7 8 > > > >8.079754 8.131908 8.181531 8.228692 8.274111 8.320224 8.367224 8.413588 > > > > 9 10 11 12 13 14 15 16 > > > >8.460813 8.509709 8.567285 8.636117 8.705057 8.772694 8.835719 8.897015 > > > > 17 18 19 20 21 22 23 24 > > > >8.957402 9.019376 9.079867 9.139289 9.196752 9.250495 9.302067 9.351347 > > > > 25 26 27 28 > > > >9.398927 9.446950 9.496094 9.545979 > > > > > > > > > > > >Why does predict not give me any predictions? The result of predict() is > > > >same lenght (28) as the us and us.p variables. > > > > > > The version of 'predict' being called on 'us.l' (i.e., predict.lm) is > > > doing predictions, and it should be giving you a result of identical > > > length as your original vectors. What are you expecting here? Your > > > usage of the 'n.ahead' parameter suggests to me you might be wanting to > > > fit your model using a different function than 'lm', and use its > > > corresponding prediction function. > > > > Yes, what I have is actually some time series since 1980 on various > > countries - here USA production and population. I would like to estimate > > a model and then extrapolate for future years. Maybe predict.lm() is not > > the right function for that. What would be an adequate function then? > > > > best regards > > keld > > > > ______________________________________________ > > R-help@r-project.org 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@r-project.org 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.
