Hello, I create a multivariate time series containing NA values (that could come directly from an imported file,) I want to compute a linear regression and obtain a time serie for both residuals and fitted values. I have tried the trick ts.intersect, without success. Could you help me out of this? #### Example: y<-ts(1:10+rnorm(10)) x<-ts(1:10) datats<-cbind(y,lagx=lag(x)) Notice the datats could come directly from an imported file, that is why I did not use ts.intersect(y,lagx=lag(x)) fit<-lm(y~lagx,data=datats,na.action=na.omit) but how do I get a time serie of residuals instead of a vector residuals(fit)? ###### Matthieu Cornec
lm and time series
1 message · Matthieu Cornec