extra lags in variables

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extra lags in variables

Postby mauriceroche » Wed Oct 11, 2006 3:21 pm

can you add more than one lag to the forcing process? e.g. a in example1.mod.
can you add an intercept to this equation?
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Postby MichelJuillard » Wed Oct 11, 2006 3:48 pm

yes, you can have

a = m + r1*a(-1) + r2*a(-2) + e;


Best

Michel
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Postby mauriceroche » Thu Oct 12, 2006 1:50 pm

Michel,

Thanks.

Regards,
Maurice
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