predict.lm() does not take ts objects in formula
On Sun, Feb 23, 2014 at 6:34 PM, C W <tmrsg11 at gmail.com> wrote:
Hello, I don't know how to use predict.lm() for ts object. Here's the time series regression. y = t + Q1 + Q2 + Q3 + Q4 Here's my R code,
dat <- rnorm(20) tsdat <- ts(dat, start=c(1900, 1), freq=4) q <- as.factor(rep(1:4, 5)) t <- 1:20 lm(tsdat~t+q)
Call: lm(formula = tsdat ~ t + q) Coefficients: (Intercept) t q2 q3 q4 -0.167030 -0.009484 0.507132 0.113818 -0.734521
predict(model, newdata=newdata)
1 2 3 4 5 6
-0.17651394 0.32113359 -0.08166464 -0.93948758 -0.21445060 0.28319692
7 8 9 10 11 12
-0.11960131 -0.97742425 -0.25238727 0.24526025 -0.15753798 -1.01536092
13 14 15 16 17 18
-0.29032394 0.20732358 -0.19547465 -1.05329759 -0.32826061 0.16938691
19 20
-0.23341132 -1.09123426
Warning message:
'newdata' had 4 rows but variables found have 20 rows
I am aware predict.lm() requires all data to be in data frame format.
Could someone tell me what is wrong? Thanks!
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Try this: predict(model)
Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com