[R] PDL model

Spencer Graves spencer.graves at pdf.com
Wed Aug 31 05:00:43 CEST 2005


	  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

Carsten.Colombier at efv.admin.ch 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: carsten.colombier at efv.admin.ch
> www.efv.admin.ch
> 
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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