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2011 Nov 30
2
forecasting linear regression from lagged variable
I'm currently working with some time series data with the xts package, and
would like to generate a forecast 12 periods into the future. There are
limited observations, so I am unable to use an ARIMA model for the forecast.
Here's the regression setup, after converting everything from zoo objects to
vectors.
hire.total.lag1 <- lag(hire.total, lag=-1, na.pad=TRUE)
lm.model <-