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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

946

Version

1.0.19

License

GPL-3

Maintainer

Haydar Demirhan

Last Published

October 23rd, 2019

Functions in dLagM (1.0.19)

finiteDLMauto

Find the optimal lag length for finite DLMs

forecast

Compute forecasts for distributed lag models

ardlBoundOrders

Find optimal orders (lag structure) for ARDL bounds test

dlm

Implement finite distributed lag model

koyckDlm

Implement distributed lag models with Koyck transformation

dLagM-package

Implementation of Time Series Regression Models with Distributed Lag Models

polyDlm

Implement finite polynomial distributed lag model

ardlDlm

Implement finite autoregressive distributed lag model

GoF

Compute goodness-of-fit measures for DLMs

wheat

World wheat production, CO2 emissions, and temperature anomalies data

ardlBound

Implement ARDL bounds test

sdPercentiles

Test the significance of signal from rolling correlation analysis

rolCorPlot

PLot the rolling correlations

sortScore

Sort AIC, BIC, MASE, MAPE, sMAPE, MRAE, GMRAE, or MBRAE scores

warming

Global warming and vehicle production data