dyn (0.2-9.6)

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Time Series Regression.


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 about 2 years ago.

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

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