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anxiety
2017 May 16
0
Wish for arima function: add a data argument and a formula-type for regressors
...frame, especially when adding
xreg, would be much easier if the arima function contained
1) a "data=" argument
2) the possibility to include the covariate(s) in a formula style.
Ideally the call could be something like
> arima(symptome, order=c(1,0,0), xreg=~trait01*mesure0, data=anxiete)
( or arima(symptome~trait01*mesure0, order=c(1,0,0), data=anxiete) )
instead of present:
> anxiete$interact = anxiete$trait01*anxiete$mesure0
> arima(anxiete$symptome, order=c(1,0,0), xreg=anxiete[, c("trait01",
"mesure0", "interact")])
Background:...