I'm having a problem with output from date.mdy in the date package.
Goal: to take a long vector of dates of the form 01/22/99 and extract
values month=01, day=22, year=1999.
I am providing the vector of class dates in the attached file to date.mdy:
I'm trying to do the following out of sample
regression with autoregressive terms and additional x
variables:
y(t+1)=const+B(L)*y(t)+C(1)*x_1(t)...+C(K)*x_K(t)
where:
B(L) = lag polynom. for AR terms
C(1..K) = are the coeffs. on K exogenous variables
that have only 1 lag
Question 1:
