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how to express time series linear model Q(t) ~ Q(t-1)+.. Q(t-n) as a formula

2 messages · CJ Rubio, Carlos J. Gil Bellosta

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For example I have a time series

Q(t) ~ Q(t-1) + Q(t-2) + Q(t-3)

meaning that my current value is dependent to the 3 previous values.

Can anybody help me express this in a formula that I can use for my neural
network model (I am planning to use packages "nnet" and "MASS")
#
Hello,

You may problably need to create the lagged vars yourself and use them 
as input for the NN.

Best regards,

Carlos J. Gil Bellosta
http://www.datanalytics.com
http://datanalytics.wordpress.com
CJ Rubio wrote: