Hi Rers,

I have a poission time series model with 5 parameters.   I just wanted to  remove two  of the lag on response in the model and put it as a system model.  I am not sure about the codes to combine these  two on R.  If anybody has any R example (code), please post it.

My original model: log(Y(t))~constant+b1*Y(t-1)+b2*Y(t-2)+b3*(variable1)+b4*(variable2)+e
I would like to construct a model:
log(Y(t))~constant+b1*(variable1)+b2*(variable2)+X(t)

X(t)~phi1*Xt-1+phi2*Xt-2+error

where X(t) is the autoregressive lag effect of response.

A.K.




       
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