现有代码是:
y<-rnorm(n = 100,mean = 2,sd = 1)
y<-sort(y)
x1<-rnorm(n = 100,mean = 2,sd = 1)
x2<-rnorm(n = 100,mean = 2,sd = 1)
x3<-rnorm(n = 100,mean = 2,sd = 1)
date1<-seq.Date(from = as.Date("1992-12-31"),by = "q",length.out = 100)
da01<-data.frame(date1,x1,x2,x3)
da01
lm1<-lm(y~x1+x2+x3,data = da01)
summary(lm1)
plot(date1,y,type = "l")
#思路是:(1) y对x1的3阶滞后项、x2的4阶滞后项、x3的3阶滞后项做回归,得出回归方程lm2
# (2) 根据x1 x2 x3 的现有数据,把y向前预测3期
# (3) 在同一张图上画出y的时间序列图,实际数值用黑实线,预测数值用黑虚线,95%置信区间用红色。
#(4)求高手把R代码补充齐全,谢谢!