I was wondering if there is a command that can return the transformation applied to the dependent variable in an equation or var estimation.
For example, if my equation is estimated and named with the dependent variable transformed by log difference and log respectively:
Code: Select all
equation M1.ls dlog(GDP) c ar(1)
equation M2.ls log(GDP) c ma(1)
Additionally, would this also work with var estimations? Returning dlog for the model M3 below:
Code: Select all
var M3.ls 1 2 dlog(GDP) log(CPI) d(pop)