The distributed lag model (DLM), used most prominently in air pollution studies, finds application wherever the effect of a covariate is delayed and distributed through time. We specify modified ...

Hannan in "Regression for Time Series" [4] proposed an interesting method of estimating regression coefficients using spectral techniques, and later in "The Estimation of Relationship Involving ...

This example shows the use of the %PDL macro for polynomial distributed lag models. Simulated data is generated so that Y is a linear function of six lags of X, with the lag coefficients following a ...

In a recent study posted to the medRxiv* preprint server, an interdisciplinary team of researchers from the United States (US) assessed predictions of the laboratory-confirmed coronavirus disease 2019 ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...

The relationship between economic growth and sustainable energy in India and China is examined using the non-linear autoregressive distributed lag model. The empirical results show that economic ...