[R] Polynomial lags

[Thomas Lumley]

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