PDL
Posted: Mon May 23, 2016 12:21 am
Hello,
In my forecast model, I need to estimate y using pdl of x, with already defined coefficients. What will be the syntax in Eviews in this case?
From EViews Help, the general PDL syntax will be pdl(x, 4, 2, 3) where let's say 4 is a number of lags, 2 is a degree of polynomial and 3 is the constraint option for both ends.
How do I include already defined coefficients for the intercept, and for each of the lags? What is the best way to code it for using in the forecast model?
Thank you!
In my forecast model, I need to estimate y using pdl of x, with already defined coefficients. What will be the syntax in Eviews in this case?
From EViews Help, the general PDL syntax will be pdl(x, 4, 2, 3) where let's say 4 is a number of lags, 2 is a degree of polynomial and 3 is the constraint option for both ends.
How do I include already defined coefficients for the intercept, and for each of the lags? What is the best way to code it for using in the forecast model?
Thank you!