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dLagM

Installation

You can install the latest version from CRAN.

install.packages('dLagM', dependencies = TRUE)

License

This package is free and open source software, licensed under GPL-3.

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Version

Install

install.packages('dLagM')

Monthly Downloads

1,228

Version

1.0.17

License

GPL-3

Maintainer

Haydar Demirhan

Last Published

August 24th, 2019

Functions in dLagM (1.0.17)

ardlDlm

Implement finite autoregressive distributed lag model

dLagM-package

Implementation of Time Series Regression Models with Distributed Lag Models

finiteDLMauto

Find the optimal lag length for finite DLMs

ardlBound

Implement ARDL bounds test

ardlBoundOrders

Find optimal orders (lag structure) for ARDL bounds test

MASE

Compute mean absolute scaled error (MASE) for distributed lag models

dlm

Implement finite distributed lag model

forecast

Compute forecasts for distributed lag models

koyckDlm

Implement distributed lag models with Koyck transformation

rolCorPlot

PLot the rolling correlations

wheat

World wheat production, CO2 emissions, and temperature anomalies data

sdPercentiles

Test the significance of signal from rolling correlation analysis

sortScore

Sort ACI, BIC and MASE scores

polyDlm

Implement finite polynomial distributed lag model

warming

Global warming and vehicle production data