Lagged relationship creation

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rookiestat
Posts: 6
Joined: Tue Oct 20, 2015 12:01 am

Lagged relationship creation

Postby rookiestat » Wed Feb 10, 2016 9:00 am

Hello,

I need to create formula like

x(1995)=x(1994)+y(change from 1994 to 1995), where I know y and x(1994) but I do not know x from 1995 and later, and I want it to be autoupdating

when I try to do it with

frml x=x(-1)+y

it gives me circular reference error.

Is there any other way to do it?

Thank you!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Lagged relationship creation

Postby EViews Gareth » Wed Feb 10, 2016 9:23 am

There is not - the autoupdating requirement makes it impossible.

rookiestat
Posts: 6
Joined: Tue Oct 20, 2015 12:01 am

Re: Lagged relationship creation

Postby rookiestat » Wed Feb 10, 2016 9:33 am

Thank you for your answer!

What would be a solution if not autoupdating?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Lagged relationship creation

Postby EViews Gareth » Wed Feb 10, 2016 9:56 am

series x=x(-1)+y

startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Lagged relationship creation

Postby startz » Wed Feb 10, 2016 10:12 am

series x=x(-1)+y
But be sure to set the first value of x

Code: Select all

smpl 1994 1994 series x = 3.14159 smpl 1995 @last x = x(-1) + y

rookiestat
Posts: 6
Joined: Tue Oct 20, 2015 12:01 am

Re: Lagged relationship creation

Postby rookiestat » Wed Feb 10, 2016 2:51 pm

Thank you for your help, guys!


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