Hi? I am trying to apply linear regression on the attached data of two variables (DODGX, TRMCX) in R by taking time lag=5 for both of them. Each time I run this command, it gives me following error: Error in lm.fit(x,y,offset = offset, singular.ok = singular.ok, ...) :? NA/NaN/lnf in 'y'? In addition:?Warning message:? In model.response(mf,"numeric") : NAs introduced by coercion Following is the command: library(lmtest)data<-read.csv(file="---",header=T,sep=",") A<-as.matrix(data$DODGX)? B<-as.matrix(data$TRMCX)? nrow<-nrow(A)? A1<-matrix(NA,nrow,1)? A2<-matrix(NA,nrow,1) A3<-matrix(NA,nrow,1) A4<-matrix(NA,nrow,1) A5<-matrix(NA,nrow,1) A1[2:nrow,1]<-A[1:(nrow-1),1]? A2[3:nrow,1]<-A[1:(nrow-2),1] A3[4:nrow,1]<-A[1:(nrow-3),1] A4[5:nrow,1]<-A[1:(nrow-4),1] A5[6:nrow,1]<-A[1:(nrow-5),1] nrow<-nrow(B)? B1<-matrix(NA,nrow,1)? B2<-matrix(NA,nrow,1) B3<-matrix(NA,nrow,1) B4<-matrix(NA,nrow,1) B5<-matrix(NA,nrow,1) B1[2:nrow,1]<-B[1:(nrow-1),1]? B2[3:nrow,1]<-B[1:(nrow-2),1] B3[4:nrow,1]<-B[1:(nrow-3),1]? B4[5:nrow,1]<-B[1:(nrow-4),1] B5[6:nrow,1]<-B[1:(nrow-5),1]? reg1<-lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)? reg2<-lm(B~B1+B2+B3+B4+B5+A1+A2+A3+A4+A5) Regards Saba -------------- next part -------------- An embedded and charset-unspecified text was scrubbed... Name: Monthly data.txt URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20151218/27cef314/attachment.txt>