'How do I create an ADL model with lots of columns in R?
How do I create an ADL model with lots of columns in R when I don't have to write each variable in the formula (similar to dot notation in regular OLS)? For example, a simple ADL with one dependent variable and another independent variable looks like this:
GDPGR_ADL21 <- dynlm(GDPGrowth_ts ~ L(GDPGrowth_ts) + L(GDPGrowth_ts, 2) + L(TSpread_ts),
start = c(1962, 1), end = c(2012, 4))
How could I efficiently write this using 50 different variables instead of just 2?
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