Provides time series regression models with one predictor using finite distributed lag models, polynomial (Almon) distributed lag models, geometric distributed lag models with Koyck transformation, and autoregressive distributed lag models. It also consists of functions for computation of h-step ahead forecasts from these models. See Demirhan (2020)(<doi:10.1371/journal.pone.0228812>) and Baltagi (2011)(<doi:10.1007/978-3-642-20059-5>) for more information.
Version: 1.1.13 Depends: graphics, stats, nardl, dynlm, R (≥ 3.6.0) Imports: AER, formula.tools, plyr , lmtest, strucchange, wavethresh, MASS, roll, sandwich Published: 2023-10-02 DOI: 10.32614/CRAN.package.dLagM Author: Haydar Demirhan [aut, cre, cph] (<https://orcid.org/0000-0002-8565-4710>) Maintainer: Haydar Demirhan <haydar.demirhan at rmit.edu.au> License: GPL-3 NeedsCompilation: no Citation: dLagM citation info Materials: README, NEWS In views: TimeSeries CRAN checks: dLagM results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=dLagM to link to this page.
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