Re: [Gretl-devel] Leads and lags reloaded
On Tue, 7 Jul 2015, Sven Schreiber wrote:
while I was trying to respond to the recent message by José
Francisco,I
stumbled across the following post:
http://lists.wfu.edu/pipermail/gretl-devel/2013-March/004379.html
which suggests to do something like:
<hansl>
open data9-7
list foo = PRIME(2 to -2)
print foo -o
</hansl>
And indeed this works. However, PRIME(+3 to +2) fails, instead you have
to swap the numbers around to PRIME(+2 to +3). (PRIME(-3 to -2) also
fails.) So it seems that when you want _only_ leads or _only_ lags, you
have to provide the numbers by increasing *absolute* value. I'm not sure
I see the deeper logic there.
I would vote for accepting every ordering, or to go for decreasing
(non-absolute!) value as in the standard case (-1 to -4).
Granted, gretl's required ordering of lags/leads in this sort of
expression would seem to be forward in time "to" backward in time,
_except_ for expressions that involve only leads (or current value).
I've loosened this up in CVS: for the case of all-leads (possibly
plus current) we now accept either ordering. For other cases we
still insist on the forward-to-backward ordering, where I think it's
reasonably intuitive (and has been around for a long time).
Allin