illegal lag

illegal lag

EDP
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I'm using the following equation in a nonlinear regression:

LnVol=AEXP(-a1(TV+LAG(TV)/10)) + BEXP(-b1TV_Net) + Baseline

I receive a warning for every line: "Illegal Lag"

Why am I receiving this warning message?

It is not easy to determine the cause of this without seeing the rest of the data / script. To resolve these sorts of things try:

Assign the LAG(TV) to a variable and then use that within the command - see if the error repeats.

e.g.

GENR LAGTV=LAG(TV)

Check the sample size to be sure sufficient data exists for all variables.
Attempt a simpler equation before adding complexity. If the problem is intractable you may pick up the reason.
If this fails, send an example that replicates the problem along with the data and commands, to SHAZAM Help and we will take a look.

1 Answer