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.

Like R, dLagM is a free software package and comes with ABSOLUTELY NO WARRANTY.

Copy Link

Version

Install

install.packages('dLagM')

Monthly Downloads

1,127

Version

1.1.13

License

GPL-3

Maintainer

Haydar Demirhan

Last Published

October 2nd, 2023

Functions in dLagM (1.1.13)

rolCorPlot

PLot the rolling correlations

sunspotTemp

Sunspot numbers and mean temperature anomalies data

seaLevelTempSOI

Global mean sea level (GMSL), mean land and ocean temperature anomalies, and Southern Oscillation Index (SOI) data

sdPercentiles

Test the significance of signal from rolling correlation analysis

dLagM-package

Implementation of Time Series Regression Models with Distributed Lag Models

dlm

Implement finite distributed lag model

grainProduction

World oats, corn, rice, wheat production, CO2 emissions, temperature anomalies, cropland data

ardlDlm

Implement finite autoregressive distributed lag model

ardlBound

Implement ARDL bounds test

forecast

Compute forecasts for distributed lag models

ardlBoundOrders

Find optimal orders (lag structure) for ARDL bounds test

koyckDlm

Implement distributed lag models with Koyck transformation

GoF

Compute goodness-of-fit measures for DLMs

finiteDLMauto

Find the optimal lag length for finite DLMs

sortScore

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

polyDlm

Implement finite polynomial distributed lag model

warming

Global warming and vehicle production data

wheat

World wheat production, CO2 emissions, and temperature anomalies data