lag operator

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scboy
Posts: 7
Joined: Fri Aug 02, 2019 1:18 am

lag operator

Postby scboy » Mon Aug 05, 2019 5:15 am

Hi everyone,

i am new to eviews and trying to estimate this equation, for the lag inflation (t-1). Can I key in d(inflation(-1)) on eviews? is the d(inflation(-1)) equal to the lag inflation (t-1)
and since the literature doesn't say how many lags we use does it means i can make how many lags i want?

Thanks guys
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: lag operator

Postby startz » Mon Aug 05, 2019 5:58 am

lagged inflation is just inflation(-1), no d().


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