span class="st">"X2"</span><span class="op">)</span>

<span class="co"># Predict X3</span>
<span class="va">pred.exo.X2</span> <span class="op">&lt;-</span> <span class="fu"><a href="https://rdrr.io/r/stats/predict.html">predict</a></span><span class="op">(</span><span class="va">lp.exo</span>, X1new <span class="op">=</span> <span class="va">X1</span>, exo.direction <span class="op">=</span> <span class="st">"X3"</span><span class="op">)</span>

<span class="co"># Correlation loading plot</span>
<span clas