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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 --