[R] lm length

Erik Iverson eriki at ccbr.umn.edu
Mon Aug 2 23:22:35 CEST 2010

Trying To learn again wrote:
> Hi all,
> I wanto to run a plot about the levels of a variable parting on an ols
> regression. The regression in done on the rate of return of the variable.
> Imagine R_{t}=a+b*R_{t-1}
> So If P, the "estimated"  price would be P_{t}=P_{t-1}*R_{t}
> Imagine that I obtain lm fitted values and the original
> R_{t}, R_{t-1} are [1000,1] dimmension...

Instead of asking us to imagine what you're doing, it would be much 
easier to show us a reproducible example of what problem you face, as 
the posting guide requests.  You're much more likely to get better help, 
and solve your problems faster, this way.

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