How to limit polynomial distributed lag model
Posted: Wed Aug 19, 2009 12:41 pm
hi guys,
i am really thankful for any help. i use the simple code e.g.:
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) ?
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) 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) ?