yearly weights
Posted: Wed Oct 18, 2017 4:46 am
Hi
I have a quarterly model where the weigths w1 and w2 are supposed to be the last years average (or sum) of a series V1 and V2, respectively, i.e.,
for the first quarter
for the second quarter
for the third quarter
for the forth quarter
How can this best be implemented in a model object in Eviews, i.e. as a single equation for w1?
Thomas
I have a quarterly model
Code: Select all
p=w1*p1+w2*p2for the first quarter
Code: Select all
w1=v1(-1)+v1(-2)+v1(-3)+v1(-4)for the second quarter
Code: Select all
w1=v1(-2)+v1(-3)+v1(-4)+v1(-5)for the third quarter
Code: Select all
w1=v1(-3)+v1(-4)+v1(-5)+v1(-6)for the forth quarter
Code: Select all
w1=v1(-4)+v1(-5)+v1(-6)+v1(-7)How can this best be implemented in a model object in Eviews, i.e. as a single equation for w1?
Thomas