Hi all,
What do you think about a leads function to go with lags? Even better would be to allow synatx like x(2 to -2) to add two leads and two lags (along with the contemporaneous value of x) to a variable list.
I actually thought gretl had one, but if so I can't find it. As an example, it would be useful in estimating,cointegrating vectors using Dynamic OLS.
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diff x
ols y const x d_x(2 to -2)
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I apologize in advance if I've missed this somehow....