regression analysis of lagged days

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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))

Accepted Answer

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))
  1 Comment
Keran
Keran on 26 Jul 2020
Hi,
This helped, thank you.

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