Taking the lags of independent variables
Posted: Sat May 26, 2012 9:05 am
Hello,
If I write, in the window of equation specification in Eviews, Rate(-3) which is my regressor, does it mean that it takes the sum of lags of rate variable until the third lag , please ? Or do I need to write rate rate(-1) rate(-2) rate(-3) to consider the sum of lagged regressor ?
Thanks in advance.
If I write, in the window of equation specification in Eviews, Rate(-3) which is my regressor, does it mean that it takes the sum of lags of rate variable until the third lag , please ? Or do I need to write rate rate(-1) rate(-2) rate(-3) to consider the sum of lagged regressor ?
Thanks in advance.