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Hi! I am trying to get R to run regressions for me of a variable on lagged differences of itself. Specifically: x-x(-1) = a + b1(x(-1)-rx(-2))+b2(x(-4)-rx(-5))+e I need to do this a lot of times, altering the value of r. What I've been trying to do was to use the lag() command to create lagged versions of these variables and then constructing these differences by hand (i.e. creating

...ssage: Error in VAR(y = ysampled, p = lags, type = "const") (from #5) : ## object 'lags' not found. ------------------------- If you first assign lags and then define testfun2, it works. Seems to me like a scoping problem. Any ideas? Thanks! Toby -- Dr. Tobias M?hlhofer Assistant Professor Department of Finance Kelley School of Business Indiana University +1-812-855-9270 http://tobias.muhlhofer.com