ecm: Build Error Correction Models
Version 2.0.0

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

AuthorGaurav Bansal
Date of publication2017-04-01 21:06:46 UTC
MaintainerGaurav Bansal <gaurbans@gmail.com>
LicenseGPL (>= 2)
Version2.0.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ecm")

Getting started

README.md

Popular man pages

durbinH: Calculate Durbin's h-statistic
ecm: Build an error correction model
ecmback: Backwards selection to build an error correction model
ecmpredict: Predict using an ecm object
lagpad: Lag a vector
Wilshire: FRED data on the Wilshire 5000 index and other economic...
See all...

All man pages Function index File listing

Man pages

durbinH: Calculate Durbin's h-statistic
ecm: Build an error correction model
ecmback: Backwards selection to build an error correction model
ecmpredict: Predict using an ecm object
lagpad: Lag a vector
Wilshire: FRED data on the Wilshire 5000 index and other economic...

Functions

Wilshire Man page
durbinH Man page Source code
ecm Man page Source code
ecmback Man page Source code
ecmpredict Man page Source code
lagpad Man page Source code

Files

NAMESPACE
data
data/Wilshire.RData
R
R/lagpad.r
R/ecm.R
R/data.R
R/ecmpredict.r
R/ecmback.r
R/durbinH.r
README.md
MD5
DESCRIPTION
man
man/ecmback.Rd
man/durbinH.Rd
man/ecmpredict.Rd
man/lagpad.Rd
man/Wilshire.Rd
man/ecm.Rd
ecm documentation built on May 19, 2017, 10:07 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.