matrix-pdl: Polynomial distributed lags

In fBasics: Rmetrics - Markets and Basic Statistics

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

## pdl -
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fBasics documentation built on Sept. 11, 2024, 6:34 p.m.