dLagM

Time Series Regression Models with Distributed Lag Models

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 Baltagi (2011) <doi:10.1007/978-3-642-20059-5> for more information.

Total

17,886

Last month

4,129

Last week

177

Average per day

138

Daily downloads

Total downloads

Description file content

Package
dLagM
Type
Package
Title
Time Series Regression Models with Distributed Lag Models
Version
1.0.10
Date
2018-10-22
Author
Haydar Demirhan [aut, cre, cph] ()
Maintainer
Haydar Demirhan
Description
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 Baltagi (2011) for more information.
Depends
stats, dynlm, wavethresh, AER, formula.tools, plyr
License
GPL-3
RoxygenNote
6.0.1
NeedsCompilation
no
Repository
CRAN
Packaged
2018-10-22 10:27:12 UTC; haydardemirhan
Date/Publication
2018-10-22 11:00:08 UTC

install.packages('dLagM')

1.0.10

26 days ago

Haydar Demirhan

GPL-3

Depends on

stats, dynlm, wavethresh, AER, formula.tools, plyr

Discussions