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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.
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Linear regression, adding lagged dependent variables
have a regression (time series) problem
$$y_t = w_1x_t+w_2z_t$$
Now, when I include a time-1 lag in this problem, so that the equation becomes
$$y_t = w_1x_t+w_2z_t+w_3x_{t-1}+w_4z_{t-1}$$
my $R^ … $R^2$ is NaN (in R), all Std. …