Dear all R users, Suppose I have a VECTOR of time series y[t] consists of 2000 data point. For example suppose I have data frame which has two columns. First column represents a time series of exchange rate for 2000 days. And the second column represents the price of a commodity for the same period. Now I want to fit a OLS regression like that,
y[t] = a + b*delta[y[t-1]] + c*delta[y[t-2]] + epsilon[t] as y[t] is not a vector rather a data frame containing two columns I could not use lm() function. Can anyone give me any idea how to do that in R? Thanks and regards, jon Send instant messages to your online friends http://uk.messenger.yahoo.com ______________________________________________ R-help@stat.math.ethz.ch 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.
