Polynomial distributed lags
matrix-pdl.Rd
Creates a regressor matrix for polynomial distributed lags.
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.