Dear R Users,

I am running a simple linear regression using lm between a set of time  
series using first differences. I would like to recover a predicted  
level for the dependent variable: basically start with the Day 1 level  
and then just add the "predicted change" to it from the first  
difference equation on each date.

I seem to recall that some packages can do this automatically i.e. you  
could express the regression in levels or first differences but see  
the results in levels. Is this functionality already available in one  
of the packages ?

Thanks in advance,
Tolga

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