Build Error Correction Models

Functions for easy building of error correction models (ECM) for time series regression.

This package allows users to build error correction models (ECM). While other R packages allow users to do this, the advantage to this package is that the user may select different variables for the transient and equilibrium terms of the ECM, and may also build an ECM in conjunction with backwards selection for variables.

This is version 2.0.0


Reference manual

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4.2.0 by Gaurav Bansal, 3 months ago

Browse source code at

Authors: Gaurav Bansal

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports stats, car

See at CRAN