R语言 时间序列数据的分段线性回归

5jvtdoz2  于 2023-03-15  发布在  其他
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在R中,我已经生成了一个分段线性回归模型,并且我有模型的输出,但是,我需要帮助来构造模型公式,并且我无法在线找到一个公式来计算具有两个断点的模型。
请让我知道,如果有人能够帮助,我会包括我的数字如下:
psi1.x 34.125(断点1)psi2.x 63.690(断点2)
(截距)39.71818 x 0.23644 U1.x -0.33708 U2.x 0.42017
谢谢
对于数据的不同区间,我期望有三个公式,看起来像y = B 0 + B1 x + e(t)。
代码如下所示:

# Load necessary packages
library(segmented)
library(lmtest)

#create data
Date <- c(1:93)
Percentage <- c("38.2", "39.2", "40.4", "40.7", "41.5", "41.9", "42", "41.4", "41.9", "42.5", "42.5", "42.6", "42.4", "42.4", "43.4", "43.4", "44", "44.1", "45.2", "44.6", "45", "45.3", "45.2", "44.8", "46.2", "46.4", "46.4", "46.1", "46.4", "46.4", "46.7", "46.7", "47", "47.5", "46.4", "46.7", "46.6", "47.6", "47.8", "47.5", "47.9", "47.7", "47.7", "47", "46.8", "47.1", "46.8", "45.6", "45.2", "45.7", "46.4", "46.7", "45.5", "45.5", "45.5", "45.9", "45.8", "46.4", "46.7", "46.4", "43.6", "43.4", "44.2", "44.2", "44.9", "45.8", "45.5", "46.3", "45.9", "45.6", "46.6", "46.9", "47.9", "48.2", "49.5", "49", "49.2", "49.8", "50.5", "50.7", "50.7", "51.2", "51.5", "51.7", "52.6", "53.2", "54.1", "53.5", "52.3", "51.8", "52.2", "52.3", "52.7")

Percentage <- as.numeric(Percentage

disabilityemployment <- data.frame(Date, Percentage)
View(disabilityemployment)

y <- disabilityemployment$Percentage
x <- disabilityemployment$Date

# Fit initial piecewise linear regression model
seg.model <- segmented(lm(y ~ x, data = disabilityemployment), seg.Z = ~x, npsi = 2)
summary(seg.model)
nc1teljy

nc1teljy1#

该输出表明分段线性基函数的节点位置为:

psi1.x 34.125 (breakpoint 1) 
psi2.x 63.690 (breakpoint 2)

因此,根据您在x上的位置,公式会有所不同:

其中,k1和k2是线结位置,b0、b1、b2和b3分别是截距xU1.xU2.x的回归系数。

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