Displaying 2 results from an estimated 2 matches for "mfreg".
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2009 Dec 03
0
Problem with predict() and factors
...s
for(i in names(cReg)) cReg[[i]] <- factor(cReg[[i]])
for(i in names(mcReg)) mcReg[[i]] <- factor(mcReg[[i]])
#Grab X Future Regressors equal to the forecastDistance (gotta double check
if I need a +1 on the start point)
fReg <- sh2[length(tsSource):(length(tsSource)+forecastDistance),-1]
mfReg <-sh2[(modMax+1):modLength,-1]
#fix variable names
names(cReg) <- make.names(names(cReg))
names(mcReg) <- make.names(names(mcReg))
names(fReg) <- make.names(names(fReg))
names(mfReg) <- make.names(names(mfReg))
#print("#####################")
#print("This is the CReg D...
2009 Jul 15
2
storing lm() results and other objects in a list
...hese Two are used for linearModel2 and linearModel4, Get only the
#regressors that surived step removal.
newcReg=cReg[match(names(linearModel2$coeff[-1]),names(cReg))]
newfReg=fReg[match(names(linearModel2$coeff[-1]),names(fReg))]
newmcReg=mcReg[match(names(linearModel2$coeff[-1]),names(mcReg))]
newmfReg=mfReg[match(names(linearModel2$coeff[-1]),names(mfReg))]
#Scenario 1 - All Regressors Left In
newFit1.b <- Arima(modelSource,order=arma1.fit$order,seasonal=list(order=arma1.fit$seasonal),xreg=mcReg,include.drift=F)
#Scenario 2 - Step Removal of Regressors
newFit2.b <- Arima(modelSource,orde...