[R] Linear model and time series

Andre Jung ajung at gfz-potsdam.de
Sat Mar 31 08:24:18 CEST 2007


Dear all,

I have three timeseries Uts, Vts, Wts. The relation between the time
series can be expressed as

Uts = x Vts + y Wts + residuals

How would I feed this to lm() to evaluate the unknowns x and y?

Thanks,
andre



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