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Hi there How would you create a dummy variable for a specific time period. I understand that @expand does it for a specific group but i've got structural issues with my data and need to create structural lags based upon dummy variables for a specific time period (e.g. 2006-2009). My independant is s...

thank you so so much

I dont mean to sound silly but you confused me now.

If i'm running an ARMA (1,1) model and i want to lag the independant variable is the code:

Y C X(-1) X(-2) AR(1) MA(1)

or do i lag through AR in the sense:

Y C X AR(1) AR(2) MA(1)

Thank you for bearing with me

essentially i want to have a lagged independant term with the ARMA process.

So i simply do that? As opposed to including AR(1), AR(2), etc

Hi there To be honest i'm new to eviews and am having issues in only this regard! i have a very simple issue that i need clarity on please. I am having issues with putting in varying lagged independant variable into the ARMA regression code (i.e. x lagged once, x lagged twice, x laggred thrice, etc)...