ecm: Build Error Correction Models

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

Author
Gaurav Bansal
Date of publication
2016-12-02 22:53:38
Maintainer
Gaurav Bansal <gaurbans@gmail.com>
License
GPL (>= 2)
Version
0.2.0

View on CRAN

Man pages

ecm
Build an error correction model
ecmback
Backwards selection to build an error correction model
ecmpredict
Predict using an ecm object
FedData
FRED data on Federal Reserve rates and the economy
lagpad
Lag a vector

Files in this package

ecm
ecm/NAMESPACE
ecm/data
ecm/data/FedData.RData
ecm/R
ecm/R/lagpad.r
ecm/R/ecm.R
ecm/R/data.R
ecm/R/ecmpredict.r
ecm/R/ecmback.r
ecm/README.md
ecm/MD5
ecm/DESCRIPTION
ecm/man
ecm/man/ecmback.Rd
ecm/man/ecmpredict.Rd
ecm/man/lagpad.Rd
ecm/man/FedData.Rd
ecm/man/ecm.Rd