dyn (version 0.2-8.1)

dyn-package: Time Series Regression

Description

Time series regression. The dyn class interfaces ts, irts, its, zoo and zooreg time series classes to lm, glm, loess, quantreg::rq, MASS::rlm, quantreg::rq, randomForest::randomForest and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.

Details

"dyn" allows one to use time series with regression functions that were not originally written to support time series by simply prefacing the call to the regression function with "dyn$". The following are sources of information on "dyn": ll{ Overview file.show(system.file("README", package = "dyn")) News RShowDoc("NEWS", package = "dyn") Acknowledgements RShowDoc("THANKS", package = "dyn") Wish List RShowDoc("WISHLIST", package = "dyn") License RShowDoc("COPYING", package = "dyn") Citation citation(package = "dyn") List of all demo files demo(package = "dyn")) Invoking a demo file demo("dyn-rq") Source of demo file file.show(system.file("dyn-rq.R", package = "dyn")) This File package?dyn Help file ?dyn }

Examples

x <- ts(seq(10)^2)
dyn$lm(x ~ lag(x,-1))
dyn$glm(x ~ lag(x,-1))
dyn$loess(x ~ lag(x,-1))