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Questions regarding window_size and lagged terms of macro variables #5

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Singal0927 opened this issue Jan 26, 2024 · 0 comments

Singal0927 commented Jan 26, 2024

Hi! I have two questions:

Do the codes lag the macro and balance sheet variables? Because I didn’t find the codes related to lagging.
Why "yw : (ws+1) response vector"? From my perspective, 48 window_size means that the length of data is 48 but the code makes the the length of data be 48+1=49.

截屏2024-01-26 21 43 10

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