regression analysis of lagged days

Hi,

I'm quite new with matlab and I need help with one thing. I want to make regression analysis where dependent variable is premium of day and independent is premium at day t-1 and so on. I can only regress one day lag but not further. I couldn'tdo this with fitlm. Below is my regression but when running there's an error: Error in LinearModel.fit (line 1224)

model.Formula =

LinearModel.createFormula(supplied,modelDef,X, ...

Error in fitlm (line 121)

model = LinearModel.fit(X,varargin{:});

pdpersistency1=fitlm(pd(1:1268,1), pd(2:1269,1), pd(3:1270,1))

Answer 1

[Thiago Henrique Gomes Lobato]

Your first argument should be a matrix with all the variables you need for prediction. So, in your case, you need to form a matrix with both time lags. Ex:

pd = randn(100,1); % Your data
pdpersistency1=fitlm([pd(1:end-2),pd(2:end-1)],pd(3:end))

[Keran]

Hi,

This helped, thank you.