I am trying to $H_c^n(X\times \Bbb R;G)$ is isomorphic to $H_c^{n-1}(X;G)$ for all $n$. Here $H_c^n(X;G)$ is just $n$-th cohomology with compact support.
At first I tried to find a compact supported version for Kunneth formula, but quickly I give up this. Then I tried to prove this by choose some specific compact subset and see what happens about the limit but still get nowhere. Could someone give me a hint? Thanks!