regression with PDL and no intercept
Posted: Thu Apr 25, 2019 7:58 am
I want to run the following regression:
ls pf pdl(rf,5,3,3)
where pf and rf are my data series. I specifically want no intercept in the regression.
When I try doing this, I get an error message “Illegal lag or index specification for series pdl(rf,5,3,3)”.
However, running
ls pf c pdl(rf,5,3,3)
and even
ls pf rf pdl(rf(-1),4,3,3)
works fine and generates no errors.
What should I do to be able to run
ls pf pdl(rf,5,3,3) ?
(I am using EViews 10+, 64bit)
ls pf pdl(rf,5,3,3)
where pf and rf are my data series. I specifically want no intercept in the regression.
When I try doing this, I get an error message “Illegal lag or index specification for series pdl(rf,5,3,3)”.
However, running
ls pf c pdl(rf,5,3,3)
and even
ls pf rf pdl(rf(-1),4,3,3)
works fine and generates no errors.
What should I do to be able to run
ls pf pdl(rf,5,3,3) ?
(I am using EViews 10+, 64bit)