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RainbowStats™ · Regression commands

PDL_REGRESSION

Fit the existing polynomial distributed-lag model.

Syntax

PDL_REGRESSION(list,maxLag,degree)
PDL_REGRESSION(y,x,maxLag,degree)

Returned object

PDLPanel

Example

p=PDL_REGRESSION(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS)),12,2)
EXTRACT(p,"periodbarchart")

Interpretation and limitations

The list form takes its first two series as y and x. The three-argument form was present in evalVariadic but bypassed by the old ternary route; the consolidated command makes it reachable. The existing tunePDL calculation and results panel remain unchanged.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples