FACTOR: RATS module to factor lag polynomial

Norman Morin ()
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Norman Morin: Board of Governors of the Federal Reserve System

Statistical Software Components from Boston College Department of Economics

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.

Language: RATS
Keywords: lag polynomial; factoring (search for similar items in EconPapers)
Date: 1999-05-20

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http://fmwww.bc.edu/repec/bocode/f/factor.src program code (text/plain)

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