folks, any suggestions on how to estimate the following regression? i'm not even sure if this kind of regression has a name? y(t) = phi * y(t-1) + (1 - phi) * x(t) + e(t) i need to determine phi, which has to be in (0, 1) i don't know how to fit this into the lm() formulation. thanks, murali [[alternative HTML version deleted]]