From 'RSiteSearch("polynomial distributed lag")', I learned that there was a discussion of this issue not quite two years ago, which may interest you. In brief, Thomas Lumley provded code with some noted limitations.
spencer graves [EMAIL PROTECTED] wrote: > Dear r-help team: > > Is a package implemented in R which includes a function that calculates > polynomial distributed lag models (also: Almon models, pdl-model)? Provided > a pdl function is available, can it be applied to robust statistics like > MM-estimators? > > Thanks in advance! > > Best regards, > Carsten Colombier > > Dr. Carsten Colombier > Economist > Group of Economic Advisers > Swiss Federal Finance Administration > Bundesgasse 3 > CH-3003 Bern > > phone +41 31 322 63 32 > fax +41 31 323 08 33 > email: [EMAIL PROTECTED] > www.efv.admin.ch > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA [EMAIL PROTECTED] www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html