dLagM (Q1350325): Difference between revisions
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| Property / Software Heritage ID: swh:1:snp:cfea74638195233e739ad45f2add5cbf42e8b91e / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:cfea74638195233e739ad45f2add5cbf42e8b91e / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:cfea74638195233e739ad45f2add5cbf42e8b91e / qualifier | |||||||||||||||
point in time: 23 October 2023
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Latest revision as of 23:06, 13 March 2024
Time Series Regression Models with Distributed Lag Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | dLagM |
Time Series Regression Models with Distributed Lag Models |
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2 October 2023
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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.
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