Models of this sort can introduce a great many parameters for the lags, and there may not be enough data to compute accurate independent estimates for them all. Often, the number of parameters is ...

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 ...

How an input series enters the model is called its transfer function. Thus, ARIMA models with input series are sometimes referred to as transfer function models. In the preceding regression and ...

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 ...

Abstract: In the time series data, a regressand may respond to regressors with a time lag. This study employs dynamic methodology of Almon Polynomial Distributed-Lag (PDL) model as an application to ...

A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its ...

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 ...

Abstract: This paper uses the distributed lag model to empirically test the impact of per capita disposable income of urban households on consumption in Henan Province from 1993to2023. In the short ...