From 'RSiteSearch(polynomial distributed lag)', I learned that
there was a discussion of this issue not quite two years ago, which may
interest you. In brief, Thomas Lumley provded code with some noted
limitations.
spencer graves
[EMAIL PROTECTED] wrote:
Dear r-help
Dear r-help team:
Is a package implemented in R which includes a function that calculates
polynomial distributed lag models (also: Almon models, pdl-model)? Provided
a pdl function is available, can it be applied to robust statistics like
MM-estimators?
Thanks in advance!
Best regards,
Carsten