add factor in models

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add factor in models

Postby Katjes » Thu May 22, 2014 2:29 am

Is it possible to set the add factor to dlog of variables as well?

model m1
In a first step I calculate many equations e.g. for variable x in dlogs:

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smpl 1991 2012
equation eq_x dlog(x) c dlog(x(-1)
eq_x.makeresids res_x

where the latter are the residuals of the growth rate of x

Then the equations are added to the model, e.g.
m1.merge eq_x

Now the following formula set unfortunately the the add factor to the level of X and not the dlog(x)

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m1.addassign(v) @all
m1.addinit(v=z) @all

smpl 2009 2012
x_a= res_x

(dlog(x_a)= res_x doesnot work.

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Any suggestions how I can use the in-sample residuals as add-factor to the growth rate (dlog(x))?

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