Creates a regressor matrix for polynomial distributed lags.

math

Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.

Georgi Boshnakov

fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

CRAN Team 

pdl function

<dl>
 <dt>x</dt>
<dd>a numeric vector.</dd>
 
 <dt>d</dt>
<dd>an integer specifying the order of the polynomial.</dd> <dt>q</dt>
<dd>an integer specifying the number of lags to use in creating
 polynomial distributed lags. This must be greater than <code>d</code>.</dd>
 
 <dt>trim</dt>
<dd>a logical flag; if <code>TRUE</code>, the missing values at the beginning
 of the returned matrix will be trimmed.</dd>
 
</dl>

Arguments

Polynomial distributed lags — pdl

<dl>


 <dt>x</dt>
<dd>a numeric vector.</dd>
 
 <dt>d</dt>
<dd>an integer specifying the order of the polynomial.</dd>

 <dt>q</dt>
<dd>an integer specifying the number of lags to use in creating
 polynomial distributed lags. This must be greater than <code>d</code>.</dd>
 
 <dt>trim</dt>
<dd>a logical flag; if <code>TRUE</code>, the missing values at the beginning
 of the returned matrix will be trimmed.</dd>
 
</dl>

pdl: Polynomial distributed lags

Description

Usage

Arguments

See Also

Examples