[R] dynlm

2011-06-21 Thread Dave Evens
Dear All, I'm trying to use dynlm to fit a time series. I have 3 seasonal terms. Here is an example of the problem. This is my time variable, hourly data: timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31 23:00:00"), by="hour") My response is: y <- rnorm(length(

[R] dynlm question

2011-06-20 Thread Dave Evens
Dear All, I'm trying to use dynlm to fit a time series. I have 3 seasonal terms. Here is an example of the problem. This is my time variable, hourly data: timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31 23:00:00"), by="hour") My response is: y <- rnorm(length(

Re: [R] prediction intervals

2011-06-19 Thread Dave Evens
etter tools. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Dave Evens > Sent: Thursday, June 16

[R] fitting an ARMA model

2011-06-17 Thread Dave Evens
Dear all,   I would like to fit an ARMA model, but I'm not sure exactly how to fit it.   Here's an example of the problem.   This is my time variable, hourly data  t <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31 23:00:00"), by="hour")   my response y <- rnorm(length(t), 1000, 50

Re: [R] prediction intervals

2011-06-17 Thread Dave Evens
Thank you for your post Greg. Do you have any useful references regarding this variability (papers etc)?   Many thanks. Dave From: Greg Snow To: Dave Evens ; "r-help@r-project.org" Sent: Thursday, 16 June 2011, 21:32 Subject: RE: [R] prediction intervals I don't think that t

[R] prediction intervals

2011-06-16 Thread Dave Evens
Dear members, I'm fitting linear model using "lm" which has numerous auto-regressive terms as well as other explanatory variables. In order to calculate prediction intervals, i've used a for-loop as the auto-regressive parameters need to be updated each time so that a new forecast and corresp

[R] prediction intervals using R

2011-06-15 Thread Dave Evens
Dear members, I'm fitting linear model using "lm" which has numerous auto-regressive terms as well as other explanatory variables. In order to calculate prediction intervals, i've used a for-loop as the auto-regressive parameters need to be updated each time so that a new forecast and corresp

[R] using predict.lm function

2011-05-22 Thread Dave Evens
Dear all, I'm fitting a linear model with numerous lag terms of the response variable [i.e. y(t-1), y(t-2),y(t-3)...,] and other explanatory variables [x(1), x(2), x(3),]- which go into my design matrix X. I'm fitting the linear model: lm(Y ~ X, ...). I would like to use the predict.lm f

[R] using the predict function

2011-05-16 Thread Dave Evens
Dear all, I'm fitting a linear model with numerous lag terms of the response variable [i.e. y(t-1), y(t-2),y(t-3)...,] and other explanatory variables [x(1), x(2), x(3),]- which go into my design matrix X. I'm fitting the linear model: lm(Y ~ X, ...). I would like to use the predict.lm f

Re: [R] changing the day of the week in dates format

2011-05-15 Thread Dave Evens
hole object is updated. Cheers Adrian Am 14.05.2011 20:44, schrieb Dave Evens: > Dear all, > > I have a question related to the POSIXlt function in R. > > I have a set of dates and times, for exmaple: > > startx<- as.POSIXct("2011-01-01 00:00:00") > finx<- as.PO

[R] changing the day of the week in dates format

2011-05-15 Thread Dave Evens
Dear all, I have a question related to the POSIXlt function in R. I have a set of dates and times, for exmaple: startx <- as.POSIXct("2011-01-01 00:00:00") finx <- as.POSIXct("2011-12-31 00:00:00") daysx<- seq(startx, finx, by="24 hours") I want to change the dates of all the days falling on