folks,
any suggestions on how to estimate the following regression? i'm not even sure if this kind of regression has a name?
y(t) = phi * y(t-1) + (1 - phi) * x(t) + e(t)
i need to determine phi, which has to be in (0, 1)
i don't know how to fit this into the lm() formulation.
thanks,
murali 		 	   		  
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