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autoregression
2 messages · Keith Thompson, Rolf Turner
On 19/11/11 05:54, Keith Thompson wrote:
Hi, I am new to R and looking to do auto-regression / ARIMA type modeling. My data has both date and time which I need to combine into a single date-Time value. The time steps are unequal. What package is best for doing the regression and plotting the predicted values against the actual data? Also, what format does my data need to be in when I use the package? For example, I looked at the cts package documentation and it has examples for data(V22174) *but I have no idea how the data in V22174 looks*.
Well, have a look at it! If you don't know how to do *that* then you have no idea how to drive R. So take some driving lessons. (I.e. read the --- readily available --- introductory manuals.) Looking at the *help* (type ?V22174) would, uh, help. (The help page is sloppily written, but more-or-less comprehensible.)
Is it a ts object, a zoo object ... etc?
Actually it's a matrix.
Lastly, if I have two different measurements for the time series data (e.g., heading and displacement) can I do a multivariate regression?
You can do anything you like. It's a free country. Well, it used
to be, anyway.
If you want a more useful answer than that, express your question
more clearly.
cheers,
Rolf Turner