[R] Autoregressive Distributed Lag Models

[Paolo Bulla]

Hallo to everyone,

is there anyone that could kindly indicate me a package or a function to deal 
with Autoregressive Distributed Lag Models, e.g.

y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h * y_(t-h) 
+ e_t

Thank you,
 Paolo

-- 
Paolo Bulla

Istituto di Metodi Quantitativi
Università "L. Bocconi"
Tel. +39 02.5836.5651
viale Isonzo 25
20136 Milano
paolo.bulla at unibocconi.it