Polynomial Distributed Lags 18.3. The variance matrix for the estimates of the s is computed in the usual fashion for linear functions.
L is the length of the lag.
D is the degree of the polynomial used for the lag model. You must have room for the new variables and the namelist. The full set of options for all models is available, these options are not treated any differently from other variables until the point at which the results are given. The output for the model will include full results with standard errors and t-ratios for both the s and the s. For other models involving nonlinear estimation, the endpoint restrictions are testable, but cannot be imposed during estimation.