Norman Morin () (Board of Governors of the Federal Reserve System)
Abstract
The FACTOR procedure will factor 1 - a(1)*L - a(2)*L^2 - ... - a(p)*L^p into (1-b(1)*L)*(1-b(2)*L)*...*(1-b(p)*L). The bdrop and edrop options allow one to use the %beta vector, which is output from the LINREG command, as the input vector when there are other variables included with lagged dependent variables.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
R002101.
Size: Programming language: RATS Requires: Date of creation: 20 May 1999 Date of revision: Handle: RePEc:boc:bocode:r002101
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