lagged difference terms

[gauvain]

Hi,

this is part of my program to determine the optimal lag length.

Code: Select all

for !i=1 to l for !j=1 to m equation {%retail}_!i_!j.ls d({%retail}) resid_{%retail}(-1) c d(ffo(-1 to -!i)) d({%retail}(-1 to -!j)) next

Everything works fine using a model without differences. However when I try to use differences for ffo and %retail Eviews 6 tells me: "-1TO-1 is not a valid index for ffo"...

How can I use differences in this loop?

Thank you for your help!

[EViews Gareth]

Unfortunately you cannot use the (-i to -j) syntax on an autoseries such as the D( ) operator. You'll have to write out the expression fully.