Re: [R] PDL model

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Wed 31 Aug 2005 - 13:00:43 EST

          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@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@efv.admin.ch
> www.efv.admin.ch
>
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
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Received on Wed Aug 31 13:06:16 2005

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