I need to run a dynamic linear regression of my data. My data is on the number of citations a paper has had over the last twenty years, it is cumulative. I currently have the rows being the individual papers and the columns being the years, starting with 1995. I get this error a lot: "error in hasTsp(x) : invalid time series parameters specified." I'm not sure if the issue is the type of data; it gets imported as a list and I converted it to a double using How to coerce a list object to type 'double' the solution described in the link above. I had issues using the xts package because it needs an appropriate time based object. I've tried importing the data with header = T and F. The issue may also be because of the way my data is organized or my formula. I've tried using:
dlr <- dynrq(explore ~ L(explore,1) + L(explore,2), tau = 99/100)
dlr <- dynrq(explore ~ L(explore,1) + L(explore,20), tau = 99/100)
dlr <- dynrq(explore ~ L(explore,1) + L(explore,20), tau = 99/100, start = c(2,1), end = c(87,20))