The SIMLIN Procedure

LAGGED Statement

  • LAGGED lag-var endogenous-var number ellipsis;

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 following is an example of the use of the LAGGED statement: 

   proc simlin est=e;
      endog y1 y2;
      lagged y1lag1 y1 1  y2lag1 y2 1  y2lag3 y2 3;
   run;

This statement specifies that the variable Y1LAG1 contains the values of the endogenous variable Y1 lagged one period; the variable Y2LAG1 refers to the values of Y2 lagged one period; and the variable Y2LAG3 refers to the values of Y2 lagged three periods.