Hi all,

I wanto to run a plot about the levels of a variable parting on an ols
regression. The regression in done on the rate of return of the variable.

Imagine R_{t}=a+b*R_{t-1}

So If P, the "estimated"  price would be P_{t}=P_{t-1}*R_{t}

Imagine that I obtain lm fitted values and the original
R_{t}, R_{t-1} are [1000,1] dimmension...

How it is posible to obtain also 1000,1  fitted values? They should be
999,1, no?

If I want to use the fitted values to multiply and obtain estimated
prices....P_{t}=P_{t-1}*R_{t} how should I proceed?

Many thanks in advance. I try it but I was surprised about the fitted values
dimmensions¡¡¡

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