Has anyone writtent an R function for estimating linear models with distributed lags(using matrix algebra)? Y(t) = Bo + B1Xt-1+ B2Xt-2+e Thanks, --------------------------------- [[alternative HTML version deleted]]
> > Has anyone writtent an R function for estimating linear > models with distributed lags(using matrix algebra)? > > Y(t) = Bo + B1Xt-1+ B2Xt-2+e >The "dse" bundle, with libraries "dse1" and "dse2" have functions for this in VARX or state space form. Cheers Jason