Hi R Team I've got the following problem
I'd like to run a time series regression of the following form Regression1: At = α + β1 * Bt + β2 * Bt-1 + β3 [(Bt-2 + Bt-3 + Bt-4)/3] + εt The B's are the input values and the A's are the output values, the subscript stands for the lag. The real Beta of this regression is βreal = β1 + β2 + β3 First: How can I run the regression without manually laging the B's? And second: I need the standard error for βreal. How can I calculate it with the information given from the lm(Regression1)? (I read something about the deltamethod?) Thank you a lot! Kind regards -- View this message in context: http://r.789695.n4.nabble.com/Time-lag-Regression-and-Standard-Error-tp4675130.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
