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;