[R]  Linear model mixed with an ARIMA model    


Dear all, 

I'm looking for how can I input a linear model with an arma model,like

log(y) = 8.95756 + 0.0346414^t - 0.1*t^2 + ut

ut=-0.296ut-1+at-0.68at-1?

where log(y) is qudratic function ,for the time series trend,

and get then get the residuals from the first function. 

 " observations value - the fit value = ut"

and fit an ARIMA(1,1,1) model for ut.

anyway,how can I combine this two models together as a group In "R" ? 

my purpose is to use this mixed model forecast 'y' in R.

can you help me?  I will very appreciate it.


[R]R is a language and environment for statistical computing and graphics"

---

Clarification of Question by zzx-ga on 15 Nov 2005 08:28 PST

Time series models

log(y) = 8.95756 + 0.0346414^t - 0.1*t^2 + ut

ut  =  -0.296ut-1   +  at   -   0.68at-1?