[R] Time lag Regression and Standard Error

[laro]

Hi R Team

I've got the following problem

I'd like to run a time series regression of the following form

Regression1:

At = α + β1 * Bt + β2 * Bt-1 + β3 [(Bt-2 + Bt-3 + Bt-4)/3] + εt

The B's are the input values and the A's are the output values, the
subscript stands for the lag.
The real Beta of this regression is βreal = β1 + β2 + β3

First: How can I run the regression without manually laging the B's?
And second: I need the standard error for βreal. How can I calculate it with
the information given from the lm(Regression1)? (I read something about the
deltamethod?)

Thank you a lot!
Kind regards




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