[R] Linear model mixed with an ARIMA model

Zhu, Zhaoxuan e8a91 at unb.ca
Tue Nov 15 05:14:39 CET 2005


Dear all, 


I'm looking for how can I input a linear model with an arma model,like

log(y) = 8.95756 + 0.0346414^t - 0.1*t^2   + ut           
ut=-0.296ut-1+at-0.68at-1  

where log(y) is qudratic function ,for the time series trend,

and get then get the residuals from the first function. 

 " obersvations value - the fit value = ut"

and fit an ARIMA(1,1,1) model for ut.

anyway,how can I combine this two models together as a group ? 

my purpose is to  to use this mixed model forecast  'y'

can you help me?  I will very appreciate it.




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