On Wed, 9 Oct 2013, Pindar Os wrote:
Hi there,
the lincomb function does not produce correct resultes when applied in the
way presented below namely in a panel with autoregressive calculation:
It depends what you call "correct"; when you use "genr" with a series,
the
treatment of autoregressive terms is implicit. The "lincomb" function, on
the other hand, is not designed to do that kind of job. It's not designed
to be recursive; it could probably be modified to do things recursively,
but it wouldn't be simple.
An alternative would be to use the "filter" function, but I now realise
that it doesn't work "properly" with panel datasets, and this could be
legitimately considered a bug.
However, as you rightly note in your original message, the "genr" syntax
works quite well, so you can use that for the time being.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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