dLagM
swMATH43822CRANdLagMMaRDI QIDQ1350325
Time Series Regression Models with Distributed Lag Models
Last update: 2 October 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.1.8, 0.0.7, 0.0.8, 0.0.9, 0.1.0, 1.0.0, 1.0.2, 1.0.6, 1.0.7, 1.0.8, 1.0.10, 1.0.12, 1.0.15, 1.0.17, 1.0.18, 1.0.19, 1.0.21, 1.1.2, 1.1.3, 1.1.4, 1.1.6.2, 1.1.7, 1.1.12, 1.1.13
Source code repository: https://github.com/cran/dLagM
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.
Related Items (1)
This page was built for software: dLagM
