dyn

MaRDI QIDQ37771swMATHCRANFDO

Authors G. Grothendieck

Last update 17 September 2026

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

Software version identifier 0.2-9.6, PACKAGES.rds, 0.2-0, 0.2-1, 0.2-2, 0.2-4, 0.2-5, 0.2-6, 0.2-8.1, 0.2-8, 0.2-9.1, 0.2-9.2, 0.2-9.3, 0.2-9, 0.2-11.0

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

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

Description

Time series regression. The dyn class interfaces ts, irts(), zoo() and zooreg() time series classes to lm(), glm(), loess(), quantreg::rq(), MASS::rlm(), MCMCpack::MCMCregress(), quantreg::rq(), randomForest::randomForest() and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.

Cited in

(12)

• fArma
• fracdiff
• uroot
• Analysis of integrated and co-integrated time series with R
• Applied Econometrics with R
• micEcon
• mAr
• chron
• R2HTML
• its
• dynlm
• mFilter

This page was built for software: dyn