Am 28.03.2018 um 11:57 schrieb José Belbute:
I need to use the Stock and Watson (1993) procedure to which I need
leads (and lags) of the first difference of all my variables
How can I compute the lead variables using gretl?
Thanks
José
Hi,
simply by "series xlead = x(+p)" where p is some positive integer value.
Best,
Artur