Distributed Lags Analysis - Quick Tab
Select the Quick tab of the Distributed Lags Analysis dialog box to access the options described here.
Element Name | Description |
---|---|
Independent variable | Click the Independent variable button to display the standard variable selection dialog, in which you select the independent (explanatory or exogenous) variable. |
Lag length | Enter a value in the Lag length box to specify the maximum lag length to be used in the analysis; the default (and minimum value) is 1; the maximum lag is 48. However, note that the maximum lag is also constrained by the number of cases in your data file. Specifically, the valid number of cases in the data file must be larger than: 2 * lag length + 3. Otherwise, reliable parameter estimates cannot be obtained. |
Method | Use the options in the Method group box to select the type of distributed lags model: The Unconstrained polynomial lags model or the Almon polynomial lags model (Almon, 1965; refer to the Distributed Lags Analysis Overview). |
Unconstrained polynomial lags | Click the Unconstrained polynomial lags option button to use an unconstrained polynomial lags model. |
Almon polynomial lags; order (p<lag) | Click the Almon polynomial lags; order (p<lag) option button to use an almon polynomial distributed lag model. Specify the polynomial order for the parameter estimation in the adjacent box (refer to Distributed Lags Analysis); this value must be smaller than the Lag length (see above). |
Other transformations & plots | Click the Other transformations & plots button to display the Transformations of Variables dialog box, which contains options to perform a wide variety of transformations on the data. The transformed series will be appended to the active work area. |
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