Displaying 2 results from an estimated 2 matches for "ylag1".
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flag1
2004 Jul 30
2
dynamic regression
Greetings:
Is there an simple way to do dynamic regressions in R?
>From what I've seen, one must use arima() and construct the X matrix with lagged values etc. and modify Y as well.
Thanks,
Bob
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2012 May 29
1
strucchange Fstats() example
...oil crisis and
## one in 1983 due to the introduction of compulsory
## wearing of seatbelts in the UK.
data("UKDriverDeaths")
seatbelt <- log10(UKDriverDeaths)
seatbelt <- cbind(seatbelt, lag(seatbelt, k = -1), lag(seatbelt, k = -12))
colnames(seatbelt) <- c("y", "ylag1", "ylag12")
seatbelt <- window(seatbelt, start = c(1970, 1), end = c(1984,12))
plot(seatbelt[,"y"], ylab = expression(log[10](casualties)))
## compute F statistics for potential breakpoints between
## 1971(6) (corresponds to from = 0.1) and 1983(6) (corresponds to
## to...