So you want time as the independent variable? Let's say that the units of y in your first example were seconds- couldn't you just use a regular lm and say that the units were seconds, minutes, or what ever? I am probably out of my league here, but I am just not understanding what it is that you want. a time series is just a series of data points indexed by time. Arima maybe, or some other cool times series modeling approach- wavelet, spectral density- for frequency domain type things... What are you trying to accomplish?
On Fri, Sep 5, 2008 at 5:47 PM, <[EMAIL PROTECTED]> wrote: > I want to fit a function to time series. If I had: > > x <- 1:4 > y <- 1:4 > > lm(y~x) > > This would fit a simple line to the four points. But if it is represented as > a time series > > x <- 1:4 > t <- ts(x) > > lm(????) > > So I have a time series in the object t. How do I write a formula for lm? > What do I put in the formula for x and y when I only have t (the time series). > > Kevin > > ---- stephen sefick <[EMAIL PROTECTED]> wrote: >> what do you want to do? >> >> On Fri, Sep 5, 2008 at 3:22 PM, <[EMAIL PROTECTED]> wrote: >> > I am sorry but I looked at ?lm and could not see any guidance on writting >> > a formula. If I have two arrays or a data set then I know how to do that >> > (y ~ x) but for a time series I am not sure how to write y or x. >> > >> > Thank you. >> > >> > Kevin >> > >> > ---- Gabor Grothendieck <[EMAIL PROTECTED]> wrote: >> >> The Time Series section in ?lm should be self explanatory. If you are >> >> using >> >> diff's and lag's then look at the dyn package. >> >> >> >> On Fri, Sep 5, 2008 at 12:25 PM, <[EMAIL PROTECTED]> wrote: >> >> > I did a ?lm and it said basically to be careful when using lm and a >> >> > time series. But my question is probably more to do with my >> >> > inexperience that anything. If I have a time series object 'ti' how do >> >> > I write the formula? The response is the value at any particular time >> >> > and the time is basically the index of the time series. But I don't >> >> > know how to put that into a formula. >> >> > >> >> > Thank you. >> >> > >> >> > Kevin >> > >> > ______________________________________________ >> > 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. >> > >> >> >> >> -- >> Stephen Sefick >> Research Scientist >> Southeastern Natural Sciences Academy >> >> Let's not spend our time and resources thinking about things that are >> so little or so large that all they really do for us is puff us up and >> make us feel like gods. We are mammals, and have not exhausted the >> annoying little problems of being mammals. >> >> -K. Mullis > > -- Stephen Sefick Research Scientist Southeastern Natural Sciences Academy Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis ______________________________________________ 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.
