Description
Time Series Regression Models with Distributed Lag Models.
Description
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.
README.md
dLagM
Installation
You can install the latest version from CRAN.
install.packages('dLagM', dependencies = TRUE)
License
This package is free and open source software, licensed under GPL-3.
Like R, dLagM is a free software package and comes with ABSOLUTELY NO WARRANTY.