dLagM v1.0.19
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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.
Readme
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.
Functions in dLagM
| Name | Description | |
| 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 | |
| No Results! | ||
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Details
| Type | Package |
| Date | 2019-10-23 |
| License | GPL-3 |
| RoxygenNote | 6.1.1 |
| NeedsCompilation | no |
| Repository | CRAN |
| Packaged | 2019-10-23 12:09:27 UTC; haydardemirhan |
| Date/Publication | 2019-10-23 14:30:11 UTC |
| imports | AER , formula.tools , lmtest , MASS , plyr , roll , strucchange , wavethresh |
| depends | dynlm , graphics , nardl , R (>= 3.5.0) , stats |
| Contributors | Haydar Demirhan |
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