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.


Reference manual

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1.0.2 by Haydar Demirhan, 6 months ago

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

Authors: Haydar Demirhan

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports Hmisc

Depends on stats, dynlm, wavethresh, AER, formula.tools, plyr

See at CRAN