functions of lags

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startz
Non-normality and collinearity are NOT problems!
Posts: 3529
Joined: Wed Sep 17, 2008 2:25 pm

functions of lags

Postby startz » Fri Jun 20, 2014 5:58 pm

Should it be possible to have functions of lag spans in a regression, as in

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 log(gdpc1(-1 to -4))

cbonham
Posts: 20
Joined: Sat Jul 29, 2017 12:38 pm

Re: functions of lags

Postby cbonham » Thu Mar 19, 2020 10:34 am

Please seriously consider this request from 2014.
And, while we are at it, why not allow for the lag specification outside of the function. Such as

Code: Select all

log(gdpc) (-1 to -4)

Currently you would have to write this as

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log(gdpc(-1)) log(gdpc(-2)) log(gdpc(-3)) log(gdpc(-4))

Or maybe there is a way to write code more simply that i have missed.


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