A set of mod files for automatically transforming variables into logs or logits as appropriate, and for adding similarly transformed AR(1) shock processes.
example_original.mod (not using the engine) and
example.mod (using the engine) to see basic usage.
For leads greater than 1, insert:
@#define MaximumLead = 2 at the top of your MOD file and then use
For lags greater than 1, insert:
@#define MaximumLag = 2 at the top of your MOD file and then use