SURVO MM Help System (web edition)

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 


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