Time Series Regression Models with Distributed Lag Models


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Documentation for package ‘dLagM’ version 0.1.0

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dLagM-package Implementation of Time Series Regression Models with Distributed Lag Models
ardlDlm Implement finite autoregressive distributed lag model
ardlDlmForecast Compute forecasts for autoregressive distributed lag models
dlm Implement finite distributed lag model
dlmForecast Compute forecasts for finite distributed lag model
finiteDLMauto Find the optimal lag lenght for finite DLMs
koyckDlm Implement finite autoregressive distributed lag model
koyckDlmForecast Compute forecasts for Koyck transformation of distributed lag models
MASE Compute mean absolute scaled error (MASE)
polyDlm Implement finite polynomial distributed lag model
polyDlmForecast Compute forecasts for polynomial distributed lag model
sortScore Sort ACI, BIC and MASE scores
warming Global warming and vehicle prediction data