[R] periodic time series

Wu Gong wg2f at mtmail.mtsu.edu
Mon Nov 29 00:54:53 CET 2010


Hi Andy,

If you could provide a sample data set, it would help others to give a
solution.

I suggest look at the data and select a model, then anova. Take group as one
variable, record time (1 to 24 ) as the second variable and the week day
(Monday to Friday) as the third variable. Then test the interaction between
three variables at first. I hope the following code helps.

df <- data.frame(value = rnorm(24*5*5),
	group = rep(1:5,5*24),
	time = rep(1:24,each=5),
	day = rep(c("M","T","W","R","F"),each=24))

anova(lm(value ~ group*time*day,data=df),lm(value ~
group*time*day-group:time:day,data=df))




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