How to get the OLS estimate from a regression based on a vector?

I have a vector y of dimension nx1. I want to get the OLS estimate of the regression of Δy on y_t-1 (t=1,2...n). How can I do it?

Answer 1

[Jeff Miller]

How about this:

deltay = diff(y);
b = regress(deltay,y(1:end-1));