For each lagged endogenous variable, specify the name of the lagged variable, the name of the endogenous variable that was lagged, and the degree of the lag. Only one LAGGED statement is allowed. The ...
This is not original material but a compilation of the following sources with some additional examples and clarifications introduced by the professor: 1. Hyndman, R.J., & Athanasopoulos, G., 2021.
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