[R] How to use "subset" in lm function

[Gabor Grothendieck]

The dyn package (and also the dynlm package) can be used for
this.

library(dyn)
y <- ts(1:10)
dyn$lm(y ~ lag(y, -1))

On Mon, Jun 29, 2009 at 2:50 PM, Hongwei Dong<pdxdong at gmail.com> wrote:
> Hi, I'm using R to do a time series analysis. In the model, I use the lags
> of some variables. such the lags of the variables have different length, I
> just can't use them directly in the lm function. Intuitively, I feel that
> "subset" might be useful, but I do not know how to use it. Anyone can give
> me an example syntax? Thanks.
>  Harry
>
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