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unflagging
2004 Jan 23
1
lags in regressions
...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 new variables containing these
differences).
When I put all of those into the lm() command I get a singularity
problem: it seems that R is unlagging the time series as it constructs
the object matrix, instead of simply truncating away observations that
don't exist for all the series due to the "pushing over" that is
happening in the lagging.
What do I do? Do I need to truncate these by hand and if yes how? Or is
there a diffe...