Hi al,

I am looking for a R command to test the difference of two linear
regressoon betas.

Lets say I have data x1, x2...x(n＋1).
beta1 is obtained from regressing x1 to xn onto 1 to n.

beta2 is obtained from regressing x2 to x(n＋1) onto 1 to n.

Is there a way in R to test whether beta1 and beta2 are statistically
different?

Thanks a lot!

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