dLagM

swMATH43822CRANdLagMMaRDI QIDQ1350325FDOQ1350325

Time Series Regression Models with Distributed Lag Models

Haydar Demirhan

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

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.

Cites work

• dLagM: An R package for distributed lag models and ARDL bounds testing
• Econometrics

Cited In (1)

• Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework

This page was built for software: dLagM