Re: [R] forecasting linear regression from lagged variable

On Wed, Nov 30, 2011 at 4:40 PM, AaronB wrote: > I'm currently working with some time series data with the xts package, and > would like to generate a forecast 12 periods into the future. There are > limited observations, so I am unable to use an ARIMA model for the forecast. > Here's the regressi

Re: [R] forecasting linear regression from lagged variable

hi: that model is what the political scientists called an LDV ( lagged dependent variable model ), the marketing people call a koyck distributed model and the economists call it an ADL(1,0) or ADL(0,1). ( i forget ). You have to be careful about the error term because, if it's not white noise, the

[R] forecasting linear regression from lagged variable

I'm currently working with some time series data with the xts package, and would like to generate a forecast 12 periods into the future. There are limited observations, so I am unable to use an ARIMA model for the forecast. Here's the regression setup, after converting everything from zoo objects t