add factor in models
Posted: Thu May 22, 2014 2:29 am
Is it possible to set the add factor to dlog of variables as well?
model m1
In a first step I calculate many equations e.g. for variable x in dlogs:
where the latter are the residuals of the growth rate of x
Then the equations are added to the model, e.g.
m1.merge eq_x
Now the following formula set unfortunately the the add factor to the level of X and not the dlog(x)
(dlog(x_a)= res_x doesnot work.
Any suggestions how I can use the in-sample residuals as add-factor to the growth rate (dlog(x))?
model m1
In a first step I calculate many equations e.g. for variable x in dlogs:
Code: Select all
smpl 1991 2012
equation eq_x
eq_x.ls dlog(x) c dlog(x(-1)
eq_x.makeresids res_x Then the equations are added to the model, e.g.
m1.merge eq_x
Now the following formula set unfortunately the the add factor to the level of X and not the dlog(x)
Code: Select all
m1.addassign(v) @all
m1.addinit(v=z) @all
smpl 2009 2012
x_a= res_xCode: Select all
m1.solveopt(i=p)
m1.solve