search for: unlagging

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2004 Jan 23
1
lags in regressions
...been trying to do was to use the lag() command to create lagged versions of these variables and then constructing these differences by hand (i.e. creating new variables containing these differences). When I put all of those into the lm() command I get a singularity problem: it seems that R is unlagging the time series as it constructs the object matrix, instead of simply truncating away observations that don't exist for all the series due to the "pushing over" that is happening in the lagging. What do I do? Do I need to truncate these by hand and if yes how? Or is there a diffe...