[R] Time series Regression with lags

[jpm miao]

Hi,

   I am working on zoo (time series) objects.

   Is there any way to do a time series regression with a lag period?

E.g., Y(t) = b1*X1(t)+b2*X(t-1)+b3*X2(t)....

   Is "dynlm" the default one to use? Anything else

Thanks!

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