> > Has anyone writtent an R function for estimating linear > models with distributed lags(using matrix algebra)? > > Y(t) = Bo + B1Xt-1+ B2Xt-2+e >
The "dse" bundle, with libraries "dse1" and "dse2" have functions for this in VARX or state space form. Cheers Jason ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
