loop ls estimation

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loop ls estimation

Postby Katjes » Thu Feb 19, 2009 6:18 am

Hi, today I'm looking for a neat solution for the number of exogenous variables.
Suppose I loop over the lagged variables of x
for !h=0 to 2
equation eq0.ls y c x(-!h)

this produces the equations:
equation eq0.ls y c x(0)
equation eq0.ls y c x(-1)
equation eq0.ls y c x(-2)

Now, what I want is that all lagged variables are included until !h, not only the h-th.
Something that look like:
equation eq0.ls y c x(0)
equation eq0.ls y c x(0) x(-1)
equation eq0.ls y c x(0) x(-1) x(-2)

Is there a command or option?
(I now, that it's easy to do it manually for the example, but if you have more than one x and more than 2 h-th than its bulky !!!)
Thanks in advance

EViews Gareth
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Posts: 12462
Joined: Tue Sep 16, 2008 5:38 pm

Re: loop ls estimation

Postby EViews Gareth » Thu Feb 19, 2009 9:28 am

You can use the logic shown here:
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