[Gretl-users] autoregrssive estimation
I've done the exercise adding 1 2 3 4 5 6 7 8 9 and 1 2 3 4 5 6 7 9 in the
lags' list, so in independt variable I've included no variables. My data set
is weekly, but I've tried with yearly data and the result is the same (error
with data). I've got other dubt: which is the difference between add 3
independt variables' lags and add 3 lags in AR lags' list?
Cheers
Javi
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