The dyn package (and also the dynlm package) can be used for this. library(dyn) y <- ts(1:10) dyn$lm(y ~ lag(y, -1))
On Mon, Jun 29, 2009 at 2:50 PM, Hongwei Dong<pdxd...@gmail.com> wrote: > Hi, I'm using R to do a time series analysis. In the model, I use the lags > of some variables. such the lags of the variables have different length, I > just can't use them directly in the lm function. Intuitively, I feel that > "subset" might be useful, but I do not know how to use it. Anyone can give > me an example syntax? Thanks. > Harry > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > ______________________________________________ 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.
