How to limit polynomial distributed lag model

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Ingolstadt
Posts: 12
Joined: Tue Nov 04, 2008 10:09 am

How to limit polynomial distributed lag model

Postby Ingolstadt » Wed Aug 19, 2009 12:41 pm

hi guys,

i am really thankful for any help. i use the simple code e.g.:

Code: Select all

eq.ls(n) pd1 c pdl(faktor22, 2, 1)
where pd1 and faktor22 are my variables in this almon lag mode. eq is the name of my equation. pdl(faktor22, 2, 1) considers 2 lags with a degree of 1 for the polynomial, however, the problem is that the estimation output delivers 3 coefficients in the lower half. so this means that it also considers faktor22 in t=0 , t-1 and t-2.

how can i tell eviews not to consider faktor22 in t=0, but only in t-1 and t-2 for the regression on pd1. i hope you can help me.

might the solution for my problem be simply: pdl(faktor22(-1), 1, 1) ?
Attachments
Unbenanntes Bild.png
Unbenanntes Bild.png (7.27 KiB) Viewed 3772 times

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests