2010/4/22 Allin Cottrell
<cottrell@wfu.edu>
On Tue, 20 Apr 2010, denis joubert wrote:
> how to do lags like the ihm when learning a model with libgretl ?
What is "ihm"?
it's human-machine interface, a graphical interface (ihm is not in the right order because I was thinking in french, sorry).
> 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
I finaly understood how to do lags with libgretl using laggenr_from_to function, and now i have something functionnal now.
documentation of libgretl need experimentations to understand how to use some functions like laggenr_from_to, i discovered it add lag variable without need of allocations of the dataset.
Despite some black hole into the documentations (like the content of data structures), libgretl is a great library.
thanks for this work.
Allin Cottrell
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