R help - Sep 2013 - Time lag Regression and Standard Error

Hi R Team

I've got the following problem

I'd like to run a time series regression of the following form

Regression1:

At = ? + ?1 * Bt + ?2 * Bt-1 + ?3 [(Bt-2 + Bt-3 + Bt-4)/3] + ?t

The B's are the input values and the A's are the output values, the
subscript stands for the lag.
The real Beta of this regression is ?real = ?1 + ?2 + ?3

First: How can I run the regression without manually laging the B's?
And second: I need the standard error for ?real. How can I calculate it with
the information given from the lm(Regression1)? (I read something about the
deltamethod?)

Thank you a lot!
Kind regards




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