Hi,
I would like to regress y (dependent variable) on x (independent variable) and
y(-1).
I have create the y(-1) variable in this way: ly<-lag(y, -1)
Now if I do the following regression lm (y ~ x + ly) the results I obtain are
not correct.
Can someone tell me the code to use in R in order to perform a regression using
as explanatory variable a lagged dependent variable?
My best regards,
Giacomo
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