[Gretl-devel] Leads and lags reloaded

Sven Schreiber svetosch at gmx.net
Tue Jul 7 12:09:13 EDT 2015


Hi,

while I was trying to respond to the recent message by José Francisco,I 
stumbled across the following post:

http://lists.wfu.edu/pipermail/gretl-devel/2013-March/004379.html

which suggests to do something like:

<hansl>
open data9-7
list foo = PRIME(2 to -2)
print foo -o
</hansl>

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).

Thanks,
sven


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