Time Series Regression Models with Distributed Lag Models

Documentation for package ‘dLagM’ version 1.1.13

dLagM-package	Implementation of Time Series Regression Models with Distributed Lag Models
ardlBound	Implement ARDL bounds test
ardlBoundOrders	Find optimal orders (lag structure) for ARDL bounds test
ardlDlm	Implement finite autoregressive distributed lag model
dlm	Implement finite distributed lag model
finiteDLMauto	Find the optimal lag length for finite DLMs
forecast	Compute forecasts for distributed lag models
GMRAE	Compute goodness-of-fit measures for DLMs
GoF	Compute goodness-of-fit measures for DLMs
grainProduction	World oats, corn, rice, wheat production, CO2 emissions, temperature anomalies, cropland data
koyckDlm	Implement distributed lag models with Koyck transformation
MAPE	Compute goodness-of-fit measures for DLMs
MASE	Compute goodness-of-fit measures for DLMs
MBRAE	Compute goodness-of-fit measures for DLMs
MRAE	Compute goodness-of-fit measures for DLMs
polyDlm	Implement finite polynomial distributed lag model
rolCorPlot	PLot the rolling correlations
sdPercentiles	Test the significance of signal from rolling correlation analysis
seaLevelTempSOI	Global mean sea level (GMSL), mean land and ocean temperature anomalies, and Southern Oscillation Index (SOI) data
sMAPE	Compute goodness-of-fit measures for DLMs
sortScore	Sort AIC, BIC, MASE, MAPE, sMAPE, MRAE, GMRAE, or MBRAE scores
sunspotTemp	Sunspot numbers and mean temperature anomalies data
warming	Global warming and vehicle production data
wheat	World wheat production, CO2 emissions, and temperature anomalies data