Build Error Correction Models

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Documentation for package ‘ecm’ version 3.0.0

Help Pages

durbinH Calculate Durbin's h-statistic
ecm Build an error correction model
ecmback Backwards selection to build an error correction model
ecmpredict Predict using an ecm object
lagpad Lag a vector
Wilshire FRED data on the Wilshire 5000 index and other economic factors