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