Hi all,<div>Is there a quick way to code the following without individually specifying each right hand side lag?</div><div><br></div><div>Y = Y(-1) Y(-2) X(-1) X(-2)</div><div>X = Y(-1) Y(-2) X(-1) X(-2)</div><div><br></div>
<div>I ask this because I have a large model with four lags. So I was wondering if there is a quick way to do something like the following</div><div><br></div><div>Y = Y(-1 to -2) ....</div><div>X = Y(-1 to -2) ....</div>
<div><br></div><div>I&#39;ve been using seemingly unrelated regressions (sur) method and system command.</div><div><br></div><div>Cheers,</div><div><br></div><div>Mj </div>