On Tue, 21 Oct 2003, Spencer Graves wrote: > Have you checked "www.r-project.org" -> search -> "R site search"? I > just got 15 hits for "polynomial lag". If you haven't already tried > this, I'd guess that some of these hits (though certainly not all) might > help you. >
Only one of these is about polynomial distributed lag models, and it's an apparently unsuccessful request for information. I have code http://faculty.washington.edu/tlumley/pdl.R and documentation http://faculty.washington.edu/tlumley/pdlglm.html for a version for generalised linear models. Note that I have not used this for some years, so it may run into problems with changes in R. Also note that it is just a generalised linear model -- it doesn't do anything about residual autocorrelation (which isn't a problem in the application I was working on). -thomas ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help