[R] Linear model and time series

[Achim Zeileis]

On Sat, 31 Mar 2007, Andre Jung wrote:

> 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?

If the time series are aligned (and univariate) you can just do
  lm(Uts ~ Vts + Wts)
If not, have a look at the "dynlm" and/or "dyn" packages.
Z

> Thanks,
> andre
>
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