[Gretl-devel] Leads and lags reloaded
svetosch at gmx.net
Tue Jul 7 12:09:13 EDT 2015
while I was trying to respond to the recent message by José Francisco,I
stumbled across the following post:
which suggests to do something like:
list foo = PRIME(2 to -2)
print foo -o
And indeed this works. However, PRIME(+3 to +2) fails, instead you have
to swap the numbers around to PRIME(+2 to +3). (PRIME(-3 to -2) also
fails.) So it seems that when you want _only_ leads or _only_ lags, you
have to provide the numbers by increasing *absolute* value. I'm not sure
I see the deeper logic there.
I would vote for accepting every ordering, or to go for decreasing
(non-absolute!) value as in the standard case (-1 to -4).
More information about the Gretl-devel