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2005 Mar 05
4
How to use "lag"?
Is it possible to fit a lagged regression, "y[t]=b0+b1*x[t-1]+e",
using the function "lag"? If so, how? If not, of what use is the
function "lag"? I get the same answer from y~x as y~lag(x), whether
using lm or arima. I found it using y~c(NA, x[-length(x)])). Consider
the following:
> set.seed(1)
> x <- rep(c(rep(0, 4), 9), len=9)
> y <-