problem with @lag(x)

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

problem with @lag(x)

Postby ecofin » Wed Sep 24, 2014 9:53 am

hi for all,
1/ @lag(x) is the equivalent to x(-1), when i use this function a message appear see the picture bellow, but @lag(y,1) works well, what is the problem?
2/ the order difference of the function d(x,n) take natural number, I thought that in this version 8.1 it can take the real number 'I'm a little disappointed'.
thanks for all your efforts for this version.
Attachments
lag 1.png
lag 1.png (49.92 KiB) Viewed 3347 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: problem with @lag(x)

Postby EViews Gareth » Wed Sep 24, 2014 10:10 am

1. @lag does require the second argument. We should update the documentation. Sorry!
2. I'm not sure I understand this point.

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

Re: problem with @lag(x)

Postby ecofin » Wed Sep 24, 2014 10:37 am

1- ok!
2- I mean that the function d(x,n) can make regular and fractional differencing.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: problem with @lag(x)

Postby EViews Gareth » Wed Sep 24, 2014 10:40 am

Got it.


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests