fBasics: matrix-pdl – R documentation

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matrix-pdl

Polynomial Distributed Lags

Returns a regressor matrix for polynomial distributed lags.

pdl(x, d = 2, q = 3, trim = FALSE)

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

## pdl -
   #

Rmetrics - Markets and Basic Statistics

v3042.89.1

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

Initial release

2017-11-12