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) for more information.


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install.packages("dLagM")

0.1.0 by Haydar Demirhan, 9 days ago


Browse source code at https://github.com/cran/dLagM


Authors: Haydar Demirhan


Documentation:   PDF Manual  


GPL-3 license


Depends on stats, dynlm, wavethresh, AER, Hmisc


See at CRAN