fBasics (version 3011.87)

pdl: Polynomial Distributed Lags

Description

Returns a regressor matrix for polynomial distributed lags.

Usage

pdl(x, d = 2, q = 3, trim = FALSE)

Arguments

x

a numeric vector.

d

an integer specifying the order of the polynomial.

q

an integer specifying the number of lags to use in creating polynomial distributed lags. This must be greater than d.

trim

a logical flag; if TRUE, the missing values at the beginning of the returned matrix will be trimmed.

See Also

tslag.

Examples

## pdl -
   #