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ups. thank you. it works now, but it seems to me strange that all 63 regressions have full 4 lags for all explanatory variables ... !aic = 99999999 !maxlags = 4 !bestlag = 0 smpl @first+!maxlags @last for !j=1 to !maxlags for !i=1 to 63 equation eq{!i}.ls cz_{!i} c cz_{!i}(-1 to -!j) ugap(0 to -!j) ...

Hi, I would like to run OLS for 63 time series variables based on 3 explanatory variables with lags depending on the best AIC. I tried some of previous programs from this forum, but it does not work. It writes: For statement unterminated in "FOR !J=1 TO 4" !aic = 99999999 !maxlags = 4 !bes...