求助,时间序列,协整后,建立误差修正模型,变量的长度不一致,R上如何修改?
error.term<-head(res1,-1)
dIPC=diff(IPC)
dLM3=diff(diff(LM3))
dLPIB=diff(LPIB)
dLTC=diff(LTC)
dTI=diff(TI)
LPIB=ts(LPIB,frequency = 4, start = c(2000,1))
LM3=ts(LM3,frequency = 4, start = c(2000,1))
LTC=ts(LTC,frequency = 4, start = c(2000,1))
TI=ts(ti,frequency = 4, start = c(2000,1))
IPC=ts(IPC,frequency = 4, start = c(2000,1))
modele2=lm(dIPC~error.term+dLM3+dLPIB+dLTC+dTI)