Am 28.03.2018 um 12:15 schrieb Artur Tarassow:
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?
simply by "series xlead = x(+p)" where p is some positive integer value.
a P.S.: You can even put it compactly and directly into the estimation
command like this:
ols y const x diff(x(-4 to +4))