Lead operartor/variables - Gretl-users - gretlml.univpm.it

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

Lead operartor/variables

Multiplot script

Re: [Gretl-users] AR-GARCH-t MLE

José Belbute

Wednesday, 28 March 2018 Wed, 28 Mar '18

9:57 a.m.

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

Attachments:

attachment.html (text/html — 499 bytes)

Reply

Show replies by date

Artur Tarassow

Wednesday, 28 March Wed, 28 Mar

10:15 a.m.

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

Reply

Sven Schreiber

Sunday, 1 April Sun, 1 Apr

9:59 p.m.

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? > Thanks > José Hi, 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)) HTH, sven

Reply

2445

days inactive

2449

days old

gretl-users@gretlml.univpm.it

Manage subscription

2 comments

3 participants

tags (0)

participants (3)

Artur Tarassow
José Belbute
Sven Schreiber