Hello,
I am attempting to model the SVAR model:
Xt = A0 + A1*t + B(L)*Xt-1 + C(L)dt + et
I'm struggling with the lag polynomials B(L) and C(L) as I'm not sure how to put these in? I'd like B(L) to have 4 lags and C(L) 13
Thank you in advance for your help guys!
Edit: Using Eviews 8
SVAR lag polynomials
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