Thanks for the answer Matt. Just to be sure, is it a lag or lead or lead of one sample?
Scott
Dr. Scott Otterson
Abteilung Energiemeteorologie und Netzintegration
Fraunhofer IWES
>>> Matt Blackwell <blackwel@fas.harvard.edu> 11/10/2011 7:51 PM >>>
Hi Scott,
The lags and leads arguments only include one lag or lead. Any more lags/leads would need to be constructed in the data before imputation.
Cheers,
matt.
~~~~~~~~~~~
Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
url: http://www.mattblackwell.org
On Monday, November 7, 2011 at 3:38 AM, Scott Otterson wrote:
Hello,
When Amelia is given a lags or lead argument, does it include in its model only one lag or lead, advanced or delayed by one sample? Or does it instead consider multiple lags or leads and pick the best subset with some algorithm?
Thanks,
Scott
Dr. Scott Otterson
Abteilung Energiemeteorologie und Netzintegration
Fraunhofer IWES