[R] Regression - how to deal with past values?

[Bert Gunter]

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
<emammendes at 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]]
>
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>



-- 
"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