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¡¡¡
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
