Variables with lags and leads are available in all types of the VAR oper-
ation using the following notation:
# of observation value of variable SERIES
current - 2 SERIES[-2]
current - 1 SERIES[-1]
current SERIES (=SERIES[0])
current + 1 SERIES[+1]
current + 2 SERIES[+2]
Examples:
VAR MEAN3,DIFF TO TEST2
MEAN3=(SER1[-1]+SER1+SER1[+1])/3
DIFF=SER1-SER1[-1]
END
VAR Fibo,Ratio TO GOLDEN
Fibo=if(ORDER<3)then(1)else(Fibo[-1]+Fibo[-2])
Ratio=if(ORDER<2)then(MISSING)else(Fibo/Fibo[-1])
END
V = More information on VAR operation