Several lags programming

For questions regarding programming in the EViews programming language.

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AntonioAcha
Posts: 21
Joined: Wed Jan 07, 2015 8:49 am

Several lags programming

Postby AntonioAcha » Mon Oct 26, 2015 1:15 pm

Hello, I'm getting started into the Eviews programming and have an issue with telling Eviews to calculate multiple equations with lags of the independent variable. I did not find this in previous post, so I hope I'm not repeating a question made before.

I need to do this
Y C X1
Y C X1 X1(-1)
Y C X1 X1(-1) X1(-2)
Y C X1 X1(-1) X1(-2) X1(-3)
Y C X1 X1(-1) X1(-2) X1(-3) X1(-4)
Y C X1 X1(-1) X1(-2) X1(-3) X1(-4) X1(-5)
Y C X1 X1(-1) X1(-2) X1(-3) X1(-4) X1(-5) X1(-6)
.... and so on

therefore I created something like this:
series y=nrnd
series x=nrnd
for !i = -6 to -1
equation lag_x_(7+ { !i }).ls y c x_1({ !i } to 0)
next

Eviews do not allow me to name the equation in that way. I want that when the regression includes only one lag it will be lag_x_1 , and when I have the sixth lag it will be lag_x_6. Is there a way to do this?

Furthermore, after having the seven equation I would like to have them in a table with their respective coefficient and sd.

Thanks in advance for any help!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Several lags programming

Postby EViews Gareth » Mon Oct 26, 2015 2:24 pm

Code: Select all

series y=nrnd series x=nrnd for !i = 1 to 6 equation lag_x_!i.ls y c x(0 to -!i) next

AntonioAcha
Posts: 21
Joined: Wed Jan 07, 2015 8:49 am

Re: Several lags programming

Postby AntonioAcha » Tue Oct 27, 2015 6:12 am

Thanks you very much


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