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    Linear regression, predictor contains same components as depedent variable

    I came across this model: y(t) = f (y(t-1), X) where y ia a centered 3-month average, for example, for aug'12, y=average of Jul, Aug and Sep average. X is other predictor. This model is fitted on monthly data. As you can see, dependnet variable y(t) has two months overlap with predictor...