IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/r002101.html
 

FACTOR: RATS module to factor lag polynomial

Author

Listed:
  • Norman Morin

    (Board of Governors of the Federal Reserve System)

Programming Language

RATS

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.

Suggested Citation

  • Norman Morin, 1999. "FACTOR: RATS module to factor lag polynomial," Statistical Software Components R002101, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:r002101
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/f/factor.src
    File Function: program code
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    lag polynomial; factoring; RATS;
    All these keywords.

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:r002101. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.