Autoregressive Distributive Lag (ADL) model addition proposal

[mansillo]

I would like 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. These models are used a fair bit in ecology and economics. The addition of the ADL model to the package would not be unappreciated. Perhaps including it in the cor_ar function?

… 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) .

Thanks!

[DoktorMike]

This is also related to the functionality I'm trying to achieve in #1127

[paul-buerkner]

I will close this issue for now to clean up the issue tracker a bit since this isn't high priority.