Hi, I would like to estimate an error correction model with lm() but I don't find the correct syntax for that. The model (leaving out the time indices) looks like:
dY = a0 - a1 * (Y - b1*X) + b0*dX + e the problem is the term - a1 * (Y - b1*X). How can I restrict a1 to be the same for both Y and -b1*X ? Thanks for considering my question! All the best, Werner ______________________________________________ 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.
