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Thank you.

I was worried that would be the case. Do you have any ideas on how I can add up and use the predicted values as the forecast rolls ahead?

Hello,

I am modeling a variable whose value should depend on a function of its lagged cumulative sum.
Does regressing x on c @cumsum(x(-1)) behave the way I want it to, that is, are predicted values of x summed up, when forecasting?

-James