regression for time series with lagged explainatory variables - Zelig - lists.gking.harvard.edu

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regression for time series with lagged explainatory variables

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GSB E-Mail

26 Mar 2008 26 Mar '08

12:37 p.m.

Dear all, Does zelig support regression of time series with lagged explainatory variables? y~x+lag(x,-1)+lag(x, -2) Thank you for your help. -- John Li The University of Chicago GSB Phone: (847) 356-3158 zli1(a)ChicagoGSB.edu

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Kosuke Imai

26 Mar 26 Mar

1:44 p.m.

it should. also check out arima model that's in zelig. Kosuke On Wed, 26 Mar 2008, GSB E-Mail wrote:

Dear all, Does zelig support regression of time series with lagged explainatory variables? y~x+lag(x,-1)+lag(x, -2) Thank you for your help.

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GSB E-Mail
Kosuke Imai