Hi all, Is there a quick way to code the following without individually specifying each right hand side lag? Y = Y(-1) Y(-2) X(-1) X(-2) X = Y(-1) Y(-2) X(-1) X(-2) I ask this because I have a large model with four lags. So I was wondering if there is a quick way to do something like the following Y = Y(-1 to -2) .... X = Y(-1 to -2) .... I've been using seemingly unrelated regressions (sur) method and system command. Cheers, Mj