Schwert (1989) is there a command on how to do maximum lag from general to specific?
Posted: Wed Jun 03, 2020 6:36 pm
dear Eviews family,
Schwert, using(12(t/100)^(1/4)), I want to get the maximum proper lag of the variable X, but I don't know how to do it with code. I'm a rookie who just started using the eviews command. I appreciate your help in advance.
I use the scalar maxk=@round(12*(@obssmpl/100)^0.25) command, but what can I do to make X automatically delay? If it doesn't do Auto, I have to do it one by one for each delay.:
series dx=d(x)
for !i=1 to maxk
equation sargi1r.ls dx(-1to-!i)
next
Schwert, using(12(t/100)^(1/4)), I want to get the maximum proper lag of the variable X, but I don't know how to do it with code. I'm a rookie who just started using the eviews command. I appreciate your help in advance.
I use the scalar maxk=@round(12*(@obssmpl/100)^0.25) command, but what can I do to make X automatically delay? If it doesn't do Auto, I have to do it one by one for each delay.:
series dx=d(x)
for !i=1 to maxk
equation sargi1r.ls dx(-1to-!i)
next