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