Dear R Users, I am running a simple linear regression using lm between a set of time series using first differences. I would like to recover a predicted level for the dependent variable: basically start with the Day 1 level and then just add the "predicted change" to it from the first difference equation on each date. I seem to recall that some packages can do this automatically i.e. you could express the regression in levels or first differences but see the results in levels. Is this functionality already available in one of the packages ? Thanks in advance, Tolga [[alternative HTML version deleted]]