Regression Format

Regression format is the format used to list explanatory variables in a number of situations (usually on supplementary cards). It allows you to indicate leads and lags in a simple fashion.

It consists of a list of series and/or lag/lead fields. A lag/lead field is: series name{ list of lags }, for example, M1{0 TO 4}. Leads are expressed as "negative lags." For example, "-1" would be a one period lead.

Examples of regressor lists:

CONSTANT TREND PRICE{1}

Constant (intercept), trend and lag one of price

CONSTANT SEASONAL{-10 TO 0} X1 X2 X3

Constant, leads 10 to 0 of SEASONAL, X1, X2 and X3