Polynomial Distributed Lag Regression

Introduction

Polynomial Distributed Lag Regression

The PDLREG procedure provides regression analysis for linear models with polynomial distributed (Almon) lags. The PDLREG procedure includes the following features:

any number of regressors may enter as a polynomial lag distribution, and any number of covariates may be used
any order lag length and degree polynomial for lag distribution may be used
optional upper and lower endpoint restrictions
any number of linear restrictions may be placed on covariates
option to repeat analysis over a range of degrees for the lag distribution polynomials
support for autoregressive errors to any lag
forecasts with confidence limits

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