On Wed, 9 Oct 2013, Pindar Os wrote:

Hi there,

the lincomb function does not produce correct resultes when applied in the
way presented below namely in a panel with autoregressive calculation:

It depends what you call "correct"; when you use "genr" with a series, the treatment of autoregressive terms is implicit. The "lincomb" function, on the other hand, is not designed to do that kind of job. It's not designed to be recursive; it could probably be modified to do things recursively, but it wouldn't be simple.

An alternative would be to use the "filter" function, but I now realise that it doesn't work "properly" with panel datasets, and this could be legitimately considered a bug.

However, as you rightly note in your original message, the "genr" syntax works quite well, so you can use that for the time being.

-------------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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