FACTOR: RATS module to factor lag polynomial

Norman Morin ()
Additional contact information
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

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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:r002101

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().