[R] Distributed lag model

Jason Turner jasont at indigoindustrial.co.nz
Fri Apr 16 03:32:55 CEST 2004

> 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.



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