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) <doi:10.1007/978-3-642-20059-5> for more information.
| Version: | 1.0.2 |
| Depends: | stats, dynlm, wavethresh, AER, formula.tools, plyr |
| Imports: | Hmisc |
| Published: | 2018-01-17 |
| Author: | Haydar Demirhan |
| Maintainer: | Haydar Demirhan <haydar.demirhan at rmit.edu.au> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | dLagM results |
| Reference manual: | dLagM.pdf |
| Package source: | dLagM_1.0.2.tar.gz |
| Windows binaries: | r-devel: dLagM_1.0.2.zip, r-release: dLagM_1.0.2.zip, r-oldrel: dLagM_1.0.2.zip |
| OS X El Capitan binaries: | r-release: dLagM_1.0.2.tgz |
| OS X Mavericks binaries: | r-oldrel: dLagM_1.0.0.tgz |
| Old sources: | dLagM archive |
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