Re: [Gretl-users] using lags
On Tue, 8 Dec 2009, Raz Lev wrote:
some of my variables are used in lags in some of the equations
of the model I am trying to estimate.
Also leads, I see.
When I try running the script I receive an error saying that
missing values were encountered. I have checked (using ok) that
the input series have no missing values in them.
gretl can generally handle the skipping of mising observations at
the start and end of the sample, but in some cases you have to set
the sample manually. You could use something like
smpl +3 -1
I you had 3 lags and 1 lead to be handled.
Allin Cottrell