I have two timeseries,
x[t]. A domain expert tells me that
y[t] should be a linear combination of past values of
x[t] up to a certain horizon, i.e.
y[t] = a*x[t] + a*x[t-1] + ... + a[n]*x[t-n]
How do I estimate the
a[i] coefficients in R? Indeed, what is the proper name for this kind of model?