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
References: Add references at CitEc
Citations:

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: https://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 Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().