MathGroup Archive 2001

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Equation solving and Regress

  • To: mathgroup at
  • Subject: [mg30985] Equation solving and Regress
  • From: "Mark S. Coleman" <mcoleman at>
  • Date: Sat, 29 Sep 2001 04:19:04 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

This is a something of a follow-up to another question I posted on 
econometric models a few days ago.
I'm using the Regress command to estimate a series of equations that 
involved lagged dependent variables, e.g.,
   y(t) = a + b*y(t-1) + c*x(t) + d*z(t),
etc., and then extracted the fitted equation using the 
RegressionReport->BestFit option. Since the fitted equation is a
difference equation, it is not immediately obvious to 
me how I could evaluate the resulting rule to find values of y(t)
(assuming we know x and z). I know that I can re-write this rule and 
use FoldList, but I'm wondering if 
there is a way to evaluate the BestFit rule directly, in a way that 
correctly reflects the recurrence.

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