matrix-pdl: Polynomial distributed lags

pdlR Documentation

Polynomial distributed lags

Description

Creates 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

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fBasics documentation built on Nov. 3, 2023, 5:10 p.m.