On Tue, 20 Apr 2010, denis joubert wrote:
how to do lags like the ihm when learning a model with libgretl ?
What is "ihm"?
is it equal to create new columns shifted with n element (where n is
the
lag) like this :
real data lags1 lags2
7 8 4
8 4 1
4 1 5
1 5
5
Sorry, but I can't make sense of this without further explanation.
I would expect something like this:
t data lag1 lag2
1 100 - -
2 102 100 -
3 107 102 100
4 110 107 102
5 115 110 107
Allin Cottrell