[R] fMultivar OLS - how to do dynamic regression?

From: Kerpel, John <John.Kerpel_at_infores.com>
Date: Wed 16 Aug 2006 - 00:57:37 EST


Hi folks!  

Does anybody know how to use the OLS function in fMultivar to do dynamic regression? I've tried specifying lags in OLS using a data series created in fSeries and it doesn't seem to work. I've done dynamic regression using dyn$lm and I was wondering how to accomplish the same thing using the OLS function from fMultivar. Thanks!  

John

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