[R] Autoregressive Distributed Lag Models

From: Paolo Bulla <paolo.bulla_at_unibocconi.it>
Date: Mon 25 Jul 2005 - 19:31:48 EST

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
UniversitÓ "L. Bocconi"
Tel. +39 02.5836.5651
viale Isonzo 25
20136 Milano
paolo.bulla@unibocconi.it

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Received on Mon Jul 25 19:35:05 2005

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