Study: SARS-CoV-2 RNA wastewater settled solids surveillance frequency and impact on predicted COVID-19 incidence using a distributed lag model. Image Credit: Phatranist Kerddaeng/Shutterstock ...

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 ...

After a discussion of the results of estimation, Bayesian techniques for computing posterior odds on alternative models are described and applied to obtain posterior odds relating to different ...

The regression model is written for the PDLREG procedure with a MODEL statement. The LAGDEP= option is specified to test for the serial correlation in disturbances since regressors contain the lagged ...

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 ...

Christopher A. Sims, The Role of Approximate Prior Restrictions in Distributed Lag Estimation, Journal of the American Statistical Association, Vol. 67, No. 337 (Mar., 1972), pp. 169-175 ...

We also attempted to fit the Koyck lag model to individual states, but because of the limited sample size, the model converged only for the state of Texas; for this state the associations between ...