The PDLREG Procedure
The PDLREG procedure provides regression analysis for linear models with polynomial distributed lags. It enables you to
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enter any number of regressors as a polynomial lag distribution and use any number of covariates
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use any order lag length and degree polynomial for lag distribution
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place any number of linear restrictions on the covariates
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repeat the analysis over a range of degrees for the lag distribution polynomials
In addition, PROC PDLREG offers support for autoregressive errors to any lag, forecasts with confidence limits, and optional upper and lower endpoint restrictions.
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