dLagM: 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 Demirhan (2020)(<doi:10.1371/journal.pone.0228812>) and Baltagi (2011)(<doi:10.1007/978-3-642-20059-5>) for more information.

Package details

AuthorHaydar Demirhan [aut, cre, cph] (<https://orcid.org/0000-0002-8565-4710>)
MaintainerHaydar Demirhan <haydar.demirhan@rmit.edu.au>
LicenseGPL-3
Version1.1.13
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dLagM")

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dLagM documentation built on Oct. 2, 2023, 9:07 a.m.