search for: almon

Does anybody know if there is a built in fuction to use create polynomial distributed lags (sometimed called Almon lag) on linear models? Thanks Francisco _________________________________________________________________ See when your friends are online with MSN Messenger 6.0. Download it now

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 phon...

...tions which can be used on fitted MIDAS regression object: summary, coef, residuals, deviance, fitted, predict, logLik. It also has additional methods for estimating robust standard errors: estfun and bread. The package also provides all the popular MIDAS regression restrictions such as normalized Almon exponential lag, normalized beta lag and etc. The package has the project webpage (http://mpiktas.github.io/midasr/) and you can follow its development on github (https://github.com/mpiktas/midasr). The detailed description of the package features can be found in the user guide. The user guide, a...