DREGAR

Last update 17 May 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1.3.0, 0.1.0.0, PACKAGES.rds, 0.1.4.0

Official website https://cran.r-project.org/web/packages/DREGAR/index.html

Source code repository https://github.com/cran/DREGAR

Description

A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.

Described by source

Penalised inference for lagged dependent regression in the presence of autocorrelated residuals

This page was built for software: DREGAR