How to create lags to correct for autocorrelation?

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ak1234
Posts: 7
Joined: Wed Feb 13, 2013 10:21 am

How to create lags to correct for autocorrelation?

Postby ak1234 » Wed Feb 13, 2013 10:30 am

How do I create lags in eviews to correct for autocorrelation?
This is the data I have :
C - constant
M - money
R - interest rate
RESID
Y - income

kind regards
A,
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: How to create lags to correct for autocorrelation?

Postby startz » Wed Feb 13, 2013 12:16 pm

The lag for a variable x is written x(-1). The basic procedure for correcting for autocorrelation uses the AR(1) command in the estimating equation. See the help system for details.
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