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Polynomial Distributed Lag Regression

The PDLREG procedure provides regression analysis for linear models with polynomial distributed (Almon) lags. The PDLREG procedure includes the following features:

  • entry of any number of regressors as a polynomial lag distribution and the use of any number of covariates

  • use of any order lag length and degree polynomial for lag distribution

  • optional upper and lower endpoint restrictions

  • specification of any number of linear restrictions on covariates

  • option to repeat analysis over a range of degrees for the lag distribution polynomials

  • support for autoregressive errors to any lag

  • forecasts with confidence limits

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