Taking the lags of independent variables

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Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Taking the lags of independent variables

Postby Sissy » Sat May 26, 2012 9:05 am

Hello,

If I write, in the window of equation specification in Eviews, Rate(-3) which is my regressor, does it mean that it takes the sum of lags of rate variable until the third lag , please ? Or do I need to write rate rate(-1) rate(-2) rate(-3) to consider the sum of lagged regressor ?

Thanks in advance.

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Taking the lags of independent variables

Postby startz » Sat May 26, 2012 10:29 am

rate(-3) means the third lag. Nothing to do with the sum.

Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Re: Taking the lags of independent variables

Postby Sissy » Sat May 26, 2012 11:49 am

ok thanks.


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