[R] lags and differences
Gabor Grothendieck
ggrothendieck at myway.com
Wed May 12 05:44:15 CEST 2004
In this particular case, i.e. regressing diff(y) against
x and x lagged one could write this:
lm(diff(y)~., data=as.data.frame(embed(x,2)))
which works since the length of diff(y) happens
to equal the number of rows in embed(x,2).
fciclone <fciclone <at> bol.com.br> writes:
:
: Dear all, could someone please clarify me if this
: works, so as to implement lags and differences for
: example in y and in a independent x1 of a regression?
:
: model<-lm((diff(y), -i)~x1+lag(x1,-1), data=anydata)
:
: Thanks, a lot,
: Alexandre.
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