A set of mod files for automatically transforming variables into logs or logits as appropriate, and for adding similarly transformed AR(1) shock processes.
Compare example_original.mod
(not using the engine) and example.mod
(using the engine) to see basic usage.
For leads greater than 1, insert: @#define MaximumLead = 2
at the top of your MOD file and then use ..._LEAD2
, ..._LEAD3
, etc.
For lags greater than 1, insert: @#define MaximumLag = 2
at the top of your MOD file and then use ...LAG2
, ...LAG3
, etc.