Lag in OLS

Thursday, 8 October 2009

Dear Gretl users,

I'm trying to run this command:

ols y const x(-1) x(-2).... x(-12) z(-1) z(-2)...z(-12) i.e. from lag1
to lag12 . but it seems i have to list all of the variables. Is there
a simpler form such that i just have to type out
ols y const x(-1)...x(-12) z(-1)..z(-12)?

z, y and x are time-series.

Thank you.

Erhan Azrai,
Malaysia.

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