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I got the code for how to do regression without an intercept out of the back of my book and the next part of the homework asks me to do it with an intercept. The problem is, Q1 disappears whenever I try. Here is my code: Without the intercept: load("tsa3.rda") > > Q=factor(rep(1:4,21)) > reg=lm(log(jj)~0+trend+Q,na.action=NULL) > model.matrix(reg) trend Q1 Q2 Q3 Q4 1 -10.00 1 0 0 0 2 -9.75 0 1 0 0 3 -9.50 0 0 1 0 4 -9.25 0 0 0 1 5 -9.00 1 0 0 0 ... now, I'm supposed to add an intercept to the...

Hello! I want to realise an univariate time series analysis in R, can someone help me for the first steps? Thanks -- View this message in context: http://r.789695.n4.nabble.com/Univariate-Time-Series-Analysis-in-R-tp4638538.html Sent from the R help mailing list archive at Nabble.com.

...90511301-3054858.post at n4.nabble.com> Content-Type: text/plain; charset=UTF-8 It sounds like you've looked at the DLM, DSE, and SSPIR packages. If not, then certainly check them out. Also, we have code for filtering, smoothing and estimation in our text- go to www.stat.pitt.edu/stoffer/tsa3/ and look at the code for chapter 6. There's not a package for the text, but all the code is in a compressed file that you can download. The examples are discussed in detail in the text, but I think looking at the code (and Appendix R on the site) will be sufficient to set up your problem. D...