Have you done any searching (with for instance the term "forecast")? If so then you should describe what you found and why it doesn't meet your needs.
-- David Sent from my iPhone On Aug 15, 2011, at 7:54 PM, "Eduardo M. A. M.Mendes" <emammen...@gmail.com> wrote: > Many thanks but I am not looking for a remote consulting. > > Actually it is not difficult but unfortunately I am a newbie as far as > writing functions on R. > > Can I gather from your email that there is nothing available on R that deals > with dynamic models (k-step ahead and free-run)? > > Cheers > > Ed > > > -----Original Message----- > From: Bert Gunter [mailto:gunter.ber...@gene.com] > Sent: Monday, August 15, 2011 7:42 PM > To: Eduardo M. A. M.Mendes > Cc: r-help@r-project.org > Subject: Re: [R] Regression - how to deal with past values? > > This may not be helpful, but this sounds difficult enough that you should > work with a local statistician rather than trying to get remote consulting > here. > > -- Bert > > On Mon, Aug 15, 2011 at 3:00 PM, Eduardo M. A. M.Mendes > <emammen...@gmail.com> wrote: >> Dear R-users >> >> >> >> I need to fit a nonlinear model to a piece of data. The model to be >> fitted uses past values of the input and the ouput - something like >> >> y(k) ~ f(y(k-1),y(k-2),u(k),u(k-1) ....) (k is time index). As far as >> I know I could use earth(MARS), nnet and etc but I am not sure how to >> deal with the past values since most, if not all, examples I saw >> formula does not take in account past values of any input (let alone > output). >> >> >> >> Is there any package available that deals with this type of >> regression? (ar >> (linear) is not what I am looking for). >> >> >> >> Is there any example out there that I can follow? I have searched the >> web using words such as fitting and past values but I could not find >> what I want. >> >> >> >> Many thanks >> >> >> >> Ed >> >> >> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > > > -- > "Men by nature long to get on to the ultimate truths, and will often be > impatient with elementary studies or fight shy of them. If it were possible > to reach the ultimate truths without the elementary studies usually prefixed > to them, these would not be preparatory studies but superfluous diversions." > > -- Maimonides (1135-1204) > > Bert Gunter > Genentech Nonclinical Biostatistics > 467-7374 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
