pydata / pydata/patsy

Lagged variables in formula

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fixed in formulaic
Dominant language
Python
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Description

Could it be possible that patsy support for lagged variables and weights be added? For an econometrician like me it would be of great help not to depend on external developments for working formulas like:

varalpha varalpha(-1) (((varbac*2.1)+(varbac(-1)*1.4)+(varbac(-2)*0.2)+(varbac(-3)0.3))/4) (((varac0.1)+(varac(-1)*3.5)+(varac(-2)*0.1)+(varac(-3)0.3))/4) (((varep2.4)+(varep(-1)*0.1)+(varep(-2)0.5))/3) (((varrl2.2)+(varrl(-2)*0.7)+(varrl(-3)0.1))/3) (((varrs0.8)+(varrs(-1)1.2))/2) (((vartc0.9)+(vartc(-1)*1.8)+(vartc(-2)*0.1)+(vartc(-3)1.2))/4) varaah (((vargs1.1)+(vargs(-1)*1.9)+(vargs(-2)*0.7)+(vargs(-3)0.3))/4) (((vargc0.1)+(vargc(-1)*3.6)+(vargc(-2)*0.1)+(vargc(-3)*0.2))/4)

that I used to work on EViews?

Python with Statsmodel, Pandas and Patsy is a very powerful working environment, but without this developing it is not of big use to econometricians.

Thanks

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Research direction

The issue does not name files or tests. Start by reviewing Patsy's existing formula support and the requested EViews-style syntax; done would mean a documented, tested approach for lagged variables and weights without relying on external developments.

Written by the indexing model from the issue text.

Assessment

Tech stack
pandas, python
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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