CRAN
dLagM 1.0.12
Time Series Regression Models with Distributed Lag Models
Released May 2, 2019 by Haydar Demirhan
This package cannot yet be used with Renjin it depends on other packages which are not available: dynlm 0.3-6 and AER 1.2-6
An older version of this package is
more compatible with Renjin.
Dependencies
AER 1.2-6 dynlm 0.3-6 formula.tools 1.7.1 wavethresh 4.6.8 plyr 1.8.4 strucchange 1.5-1 lmtest 0.9-37 nardl 0.1.5
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 Baltagi (2011)