Lags apply to time series, and are ignored by lm. You need to do
something like
dat <- ts.intersect(y1=diff(y), x1, x11 = lag(x1,-1), dframe=TRUE)
lm(y1 ~ x1 + x11, data=dat)
On Tue, 11 May 2004, fciclone wrote:
> Dear all, could someone please clarify me if this
> works, so as to implement lags and differences for
> example in y and in a independent x1 of a regression?
>
> model<-lm((diff(y), -i)~x1+lag(x1,-1), data=anydata)
And DON'T tag onto an irrelevant post from another thread, as the posting
guide specifically asks you not to!
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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