lagged difference terms
Posted: Mon May 10, 2010 8:16 am
Hi,
this is part of my program to determine the optimal lag length.
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!
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))
nextHow can I use differences in this loop?
Thank you for your help!