Hi,
I am trying to run the prais command in stata and I want to model the
error disturbance term with 1 and 3 lags, like an AR(1 3) model. I
believe the default lag is 1, but I did not see any option to change or
add new lags to the estimation.
Is Stata capable of doing this, or do I need to download another .ado
file?
Thanks,
Josh
------------------------
Joshua Soong
Resolution Economics
[email protected]
O: (310) 275-9137 x.248
M: (312) 485-1401
www.resolutioneconomics.com
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