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2011 Apr 05
2
Time series example in Koop
...g(x,-4)) > mod1 = lm(y~x+x1+x2+x3+x4, data=d) > summary(mod1) Koop gives an intercept of 92001.51, while the code above gives 91173.32. The other coefficients are also slightly off. This is the example in Table 8.3 of Koop. I also attach a plain text version of the tab separated file "badnews.txt". http://r.789695.n4.nabble.com/file/n3427897/badnews.txt badnews.txt Any light on why I do not get Koop's coefficients is most welcome... Ravi -- View this message in context: http://r.789695.n4.nabble.com/Time-series-example-in-Koop-tp3427897p3427897.html Sent from the R help mai...