dyn (0.2-9.3)

0 users

Time Series Regression.

http://cran.r-project.org/web/packages/dyn

Time series regression. The dyn class interfaces ts, irts(), zoo() and zooreg() time series classes to lm(), glm(), loess(), quantreg::rq(), MASS::rlm(), MCMCpack::MCMCregress(), quantreg::rq(), randomForest::randomForest() and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.

Maintainer: M. Leeds
Author(s): G. Grothendieck

License: GPL

Uses: zoo, MCMCpack, lattice, quantreg, randomForest, sandwich, tseries, MASS

Released 6 months ago.


6 previous versions

Ratings

Overall:

  5.0/5 (1 vote)

Documentation:

  5.0/5 (1 vote)

Log in to vote.

Reviews


Related packages: dynlm, strucchange, tseries, zoo, dse, forecast, nlme, pastecs, CADFtest, dlm, fame, fGarch, fNonlinear, fracdiff, fractal, MSBVAR, sde, timsac, TSdbi, tsDyn(20 best matches, based on common tags.)


Search for dyn on google, google scholar, r-help, r-devel.

Visit dyn on R Graphical Manual.