loop ls estimation
Posted: Thu Feb 19, 2009 6:18 am
Hi, today I'm looking for a neat solution for the number of exogenous variables.
Suppose I loop over the lagged variables of x
for !h=0 to 2
equation eq0.ls y c x(-!h)
next
this produces the equations:
equation eq0.ls y c x(0)
equation eq0.ls y c x(-1)
equation eq0.ls y c x(-2)
Now, what I want is that all lagged variables are included until !h, not only the h-th.
Something that look like:
equation eq0.ls y c x(0)
equation eq0.ls y c x(0) x(-1)
equation eq0.ls y c x(0) x(-1) x(-2)
Is there a command or option?
(I now, that it's easy to do it manually for the example, but if you have more than one x and more than 2 h-th than its bulky !!!)
Thanks in advance
Suppose I loop over the lagged variables of x
for !h=0 to 2
equation eq0.ls y c x(-!h)
next
this produces the equations:
equation eq0.ls y c x(0)
equation eq0.ls y c x(-1)
equation eq0.ls y c x(-2)
Now, what I want is that all lagged variables are included until !h, not only the h-th.
Something that look like:
equation eq0.ls y c x(0)
equation eq0.ls y c x(0) x(-1)
equation eq0.ls y c x(0) x(-1) x(-2)
Is there a command or option?
(I now, that it's easy to do it manually for the example, but if you have more than one x and more than 2 h-th than its bulky !!!)
Thanks in advance