SVAR lag polynomials
Posted: Thu Jul 28, 2016 3:50 am
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
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