Ardl

[Cornelius Mwangangi]

Hello,
How do i apply lags to my exogenous variables when using this command
ardl a1 a2 a3 a4, exog( a5 a6 a7 a8 a9 ) lag(3,0,2,0) ec

[Sebastian Kripfganz]

You can use time series operators inside the exog() option, e.g. exog( L(0/1).a5 L(0/1).a6 L(0/1).a7 L(0/1).a8 L(0/1).a9 )