lm regression problem

["yencheng" <yencheng@u.washington.edu>]

Hello,

 

I have been having problems running the following regression using "lm". 

 

I have two timeSeries objects, a and b.  They have the same number of the columns but different rows.

 

> dim(a)
[1]  312 5435
> dim(b)
[1]  104 5435
>

 

I need to run linear regressions across two different rows from the two objects like the following, but keeps getting the following error message:

 

> lm(a@data[16,]~b@data[5,],na.action="">)
Problem: Length of a@data[16,  ] (variable 1) is 5435 != length of others
(1)
Use traceback() to see the call stack

 

Both objects have the same number of columns, is this due to the timeSeries objects?

 

Thanks,

 

Yen-cheng

 

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Yen-cheng Chang
PhD Student in Finance
University of Washington Business School