Hi! I need to specify a model where every variable needs its own optimal number of lags as presented below. How can i do that in code, when i try to write several numbers in ,lags(1 2 5 6) i get an error message. Thank you!
The regression is as follows:
var kix D.stibortn D.interbankus D.tbillswe tbillus D.logqe unemp D.logkpif D.interaction L.vhat, lags(NEED TO SPECIFY FOR EACH VARIABLE)
Best regards, Albin
The regression is as follows:
var kix D.stibortn D.interbankus D.tbillswe tbillus D.logqe unemp D.logkpif D.interaction L.vhat, lags(NEED TO SPECIFY FOR EACH VARIABLE)
Best regards, Albin
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