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Posted: **Wed Aug 10, 2011 1:33 pm**

how do I run an OLS with lagged logs? While i can do the following: "x c x(-1 to 05)" i was not able to do "x c dlog(x(-1 to 05))"

Posted: **Wed Aug 10, 2011 1:36 pm**


ls x c dlog(x(-1)) dlog(x(-2)) dlog(x(-3)) dlog(x(-4)) dlog(x(-5))

or


series dlogx = dlog(x)
ls x c dlogx(-1 to -5)

Posted: **Wed Aug 10, 2011 1:39 pm**

thanks. So it looks like there is no similar shortcut as in "x(-1 to -5)". Ok

dlog with lags