To conduct an AR query on a table or list with multiple arguments, you can use the arima()
function in R.
First, you need to make sure that your data is in the correct format, with the time series data in one column, and any other arguments, such as IDs, in separate columns.
Then, you can use the arima()
function to fit an AR model to the time series data, taking the other columns as arguments. For example:
# Create a data frame with time series data and additional arguments
mydata <- data.frame(Date = c("2019-01-01","2019-02-01","2019-03-01","2019-04-01","2019-05-01"),
Value = c(100,200,300,400,500),
ID = c(1,1,2,2,3))
# Fit an AR model to the time series data, taking the ID column as an argument
myarima <- arima(mydata$Value, order = c(1,0,0), xreg = mydata$ID)
# Print the AR model coefficients
coef(myarima)
In this example, we fit an AR(1) model to the Value
column of our mydata
data frame, while taking the ID
column as an additional argument (xreg
). We can then print the coefficients of the AR model using the coef()
function.
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Asked: 2023-05-31 13:42:47 +0000
Seen: 19 times
Last updated: May 31 '23
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