search for: lag4

...Estimate Std. Error t value Pr(>|t|) (Intercept) 0.238631 0.137262 1.739 0.084944 z.lag.1 -0.153030 0.061841 -2.475 0.014881 z.diff.lag1 0.011463 0.090330 0.127 0.899252 z.diff.lag2 0.008764 0.089850 0.098 0.922479 z.diff.lag3 0.149529 0.088930 1.681 0.095546 z.diff.lag4 -0.349870 0.088847 -3.938 0.000145 (Intercept) . z.lag.1 * z.diff.lag1 z.diff.lag2 z.diff.lag3 . z.diff.lag4 *** --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 Residual standard error: 0.9526 on 109 degrees of freedom Multiple R-squared: 0.2514, Adjusted R-squared: 0.21...

...= window(roilt,start=c(2020,23),end=c(2021,215),freq=365) # get al the lags right roilt.lag1 = window(roilt,start=c(2020,22),end=c(2021,214),freq=365) roilt.lag2 = window(roilt,start=c(2020,20),end=c(2021,213),freq=365) roilt.lag3 = window(roilt,start=c(2020,20),end=c(2021,212),freq=365) roilt.lag4 = window(roilt,start=c(2020,19),end=c(2021,211),freq=365) I am getting error (length is not matching), while creating lag. I will grateful to you if you can tell me where I am making mistakes. Regards, Upananda Pani [[alternative HTML version deleted]]