Getting Started Example for PROC PDLREG
/*--------------------------------------------------------------
SAS Sample Library
Name: pdlgs.sas
Description: Example program from SAS/ETS User's Guide,
The PDLREG Procedure
Title: Getting Started Example for PROC PDLREG
Product: SAS/ETS Software
Keys: time series with distributed lags
PROC: PDLREG
Notes:
--------------------------------------------------------------*/
data test;
xl1 = 0; xl2 = 0; xl3 = 0;
do t = -3 to 100;
x = ranuni(1234);
y = 10 + .25 * xl1 + .5 * xl2 + .25 * xl3
+ .1 * rannor(1234);
if t > 0 then output;
xl3 = xl2; xl2 = xl1; xl1 = x;
end;
run;
proc pdlreg data=test;
model y = x( 4, 3 );
run;