search for: ylag12

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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 --------------------------------- [[alternative HTML version deleted]]
2012 May 29
1
strucchange Fstats() example
...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 = 0.9 = 1 - from, th...