Hello,
I don't know how to use predict.lm() for ts object.
Here's the time series regression.
y = t + Q1 + Q2 + Q3 + Q4
Here's my R code,
> dat <- rnorm(20)
> tsdat <- ts(dat, start=c(1900, 1), freq=4)
> q <- as.factor(rep(1:4, 5))
> t <- 1:20
> lm(tsdat~t+q)
Call:
lm(formula = tsdat ~ t + q)
Coefficients:
(Intercept) t q2 q3 q4
-0.167030 -0.009484 0.507132 0.113818 -0.734521
> predict(model, newdata=newdata)
1 2 3 4 5 6
-0.17651394 0.32113359 -0.08166464 -0.93948758 -0.21445060 0.28319692
7 8 9 10 11 12
-0.11960131 -0.97742425 -0.25238727 0.24526025 -0.15753798 -1.01536092
13 14 15 16 17 18
-0.29032394 0.20732358 -0.19547465 -1.05329759 -0.32826061 0.16938691
19 20
-0.23341132 -1.09123426
Warning message:
'newdata' had 4 rows but variables found have 20 rows
I am aware predict.lm() requires all data to be in data frame format.
Could someone tell me what is wrong? Thanks!
Mike
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