CJ Rubio
2010-Jan-29 02:26 UTC
[R] how to express time series linear model Q(t) ~ Q(t-1)+.. Q(t-n) as a formula
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") -- View this message in context: http://n4.nabble.com/how-to-express-time-series-linear-model-Q-t-Q-t-1-Q-t-n-as-a-formula-tp1401479p1401479.html Sent from the R help mailing list archive at Nabble.com.
Carlos J. Gil Bellosta
2010-Jan-29 17:20 UTC
[R] how to express time series linear model Q(t) ~ Q(t-1)+.. Q(t-n) as a formula
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:> 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")