Hi folks!

 

Does anybody know how to use the OLS function in fMultivar to do dynamic
regression?  I've tried specifying lags in OLS using a data series
created in fSeries and it doesn't seem to work.  I've done dynamic
regression using dyn$lm and I was wondering how to accomplish the same
thing using the OLS function from fMultivar.  Thanks!

 

John


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