Creates a regressor matrix for polynomial distributed lags.
Usage
pdl(x, d = 2, q = 3, trim = FALSE)
Arguments
- 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.