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 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 <[email protected]>
LicenseGPL-3
Version1.0.10
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dLagM")

Try the dLagM package in your browser

Any scripts or data that you put into this service are public.

dLagM documentation built on Oct. 22, 2018, 5:08 p.m.