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 0.1.0

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Reference manual

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install.packages("ecm")

2.0.0 by Gaurav Bansal, 2 months ago


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


Authors: Gaurav Bansal


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports stats, car


See at CRAN