search for: regessors

...hat finally let me pre-check my regressors and drop any of them that were all true or all false. First the automagic STL outlier grabber that caused part of the problem: ############################################################ # tsSource being my time Series source. # sh2 is a table of all my regessors that have been previously pulled in # this has historic and future values in it also, it gets sliced later. # the EOM is the regessor holding weeks that contain an 'End of Month' # # This appends the found IOs to the regressor table. Stepwise tends to # remove them later on. I needed a prog...

...the initial outliers to be filtered # this section may be commented out. ############################################################ tsSourceDiag <- stl(tsSource,s.window="per", robust=TRUE) # tsSourceIO <- which(tsSourceDiag $ weights < 1e-8) # # This is how to append run-time regessors for(z in tsSourceIO) { tmpname <-paste("PreIO",z,sep="") #COPY EOM REGRESSOR AS A TEMPLATE sh2[[tmpname]] <- sh2[["EOM"]] #SET IT ALL TO 0 sh2[[tmpname]][]<-FALSE #SET The Proper Indice to TRUE sh2[[tmpname]][z]<- TRUE } Ok so I have a time series tsSource....