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vacation
2007 Aug 07
1
Functions for autoregressive Regressionmodels (Mix between times series and Regression Models) ?
...<- rnorm(100) # Y
vacation <- rnorm(100) #x1
bank.holidays <- rnorm(100) #x2
illnes <- rnorm(100) #x3
education <- rnorm(100) #x3
Now I want to analyse:
Y[t] = phi[1]*Y[t-1] + phi[2]*Y[t-1] + ... + phi[p]Y[t-p] + beta1*vacation_t +beta2*bank.holidays + beta3*illnes + beta4*eductation + u_t-
Has anyone an idea?
I would be more than glad if so.
Thank you VERY much in advance.
Kindly regards from the Eastern Part of Berlin,
Maja
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