Dear R Users,
I am running a simple linear regression using lm between a set of time
series using first differences. I would like to recover a predicted
level for the dependent variable: basically start with the Day 1 level
and then just add the "predicted change" to it from the first
difference equation on each date.
I seem to recall that some packages can do this automatically i.e. you
could express the regression in levels or first differences but see
the results in levels. Is this functionality already available in one
of the packages ?
Thanks in advance,
Tolga
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