I want to implement an autoregressive distributive lag model and from what I can tell at the moment, an ADL cannot be implemented with `brms`

at the moment. If this is the case, would the best way to achieve one be to use the `cor_ar`

function and modify the code from the `make_stancode`

function in the same way for the `AR(p)`

model?

Is there currently any prospects that @paul.buerkner might be so gracious to add the ADL model to the package? Perhaps including it in the `cor_ar`

function? If it already is my apologies, but a note on the `cor_ar`

function would be brilliant to direct people.

… and by ADL(p,q) model I mean a model which assumes that a time series, `Y(t)`

, can be represented by a linear function of `p`

of its lagged values and `q`

lags of another time series, `X(t)`

.

- Operating System: MacOS Catalina 10.15
- brms Version: 2.10.0