setwd("C:/Users/berg.UFAD/Documents/sta 6857/R")
flu<-scan("mydata/flu.dat")
x=diff(flu)
n<-length(x)
del=x<.05
del=append(TRUE,del,after=1)
del=del[1:n]
n2<-sum(del)
y1=x[del][5:n2]

mat<-double(5*(n2-4))
dim(mat)<-c(n2-4,5)
counter<-1
for(i in 5:n){
if(del[i]==T) c(mat[counter,1]<-1,mat[counter,2:5]<-x[i-(1:4)], counter<-counter+1)
}

X<-solve(t(mat)%*%mat)%*%t(mat)

sol1<-X%*%y1
sol1


n3<-sum(!del)
y2=x[!del][1:n3]
mat<-double(5*(n3))
dim(mat)<-c(n3,5)
counter<-1
for(i in 5:n){
if(del[i]==F) c(mat[counter,1]<-1,mat[counter,2:5]<-x[i-(1:4)], counter<-counter+1)
}

X<-solve(t(mat)%*%mat)%*%t(mat)

sol2<-X%*%y2
sol2



fun<-function(a, b, c, d,e){ifelse(e==TRUE,
sol1[1]+sol1[2]*a+sol1[3]*b+sol1[4]*c+sol1[5]*d,
sol2[1]+sol2[2]*a+sol2[3]*b+sol2[4]*c+sol2[5]*d)}

tmp<-double(5:n)
for(i in 5:n){
tmp[i-4]<-fun(x[i-1],x[i-2],x[i-3],x[i-4],del[i])
}

plot(x[5:n], type="b", lwd=3)
lines(tmp, type="b", col="red", pch=2, lwd=3)
abline(h=.05,col="blue", lwd=2)