[Gretl-users] Lag in OLS

[Artur T.]

hi erhan,

ols y 0 y(-1 to -12) x(0 to -12) should work.

best,
artur

Erhanfadli Azrai schrieb:
> 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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