Package: dLagM 1.1.13

dLagM: Time Series Regression Models with Distributed Lag Models

Provides time series regression models with one predictor using finite distributed lag models, polynomial (Almon) distributed lag models, geometric distributed lag models with Koyck transformation, and autoregressive distributed lag models. It also consists of functions for computation of h-step ahead forecasts from these models. See Demirhan (2020)(<doi:10.1371/journal.pone.0228812>) and Baltagi (2011)(<doi:10.1007/978-3-642-20059-5>) for more information.

Authors:Haydar Demirhan [aut, cre, cph]

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dLagM.pdf |dLagM.html✨
dLagM/json (API)
NEWS

# Install 'dLagM' in R:

install.packages('dLagM', repos = c('https://haydarde.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

grainProduction - World oats, corn, rice, wheat production, CO2 emissions, temperature anomalies, cropland data
seaLevelTempSOI - Global mean sea level (GMSL), mean land and ocean temperature anomalies, and Southern Oscillation Index (SOI) data
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

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

18 exports 2 stars 0.71 score 82 dependencies 1 mentions 76 scripts 979 downloads

Last updated 12 months agofrom:fa55c941ee. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Aug 27 2024
R-4.5-win	OK	Aug 27 2024
R-4.5-linux	OK	Aug 27 2024
R-4.4-win	OK	Aug 27 2024
R-4.4-mac	OK	Aug 27 2024
R-4.3-win	OK	Aug 27 2024
R-4.3-mac	OK	Aug 27 2024

Exports:ardlBound ardlBoundOrders ardlDlm dlm finiteDLMauto forecast GMRAE GoF koyckDlm MAPE MASE MBRAE MRAE polyDlm rolCorPlot sdPercentiles sMAPE sortScore

Dependencies:abind AER backports boot broom car carData cli colorspace cowplot cpp11 curl Deriv doBy dplyr dynlm fansi farver Formula formula.tools generics ggplot2 glue gtable gtools isoband jsonlite labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv microbenchmark minqa modelr munsell nardl nlme nloptr nnet numDeriv operator.tools pbkrtest pillar pkgconfig plyr purrr quadprog quantmod quantreg R6 RColorBrewer Rcpp RcppArmadillo RcppEigen RcppParallel rlang roll sandwich scales SparseM stringi stringr strucchange survival tibble tidyr tidyselect tseries TTR utf8 vctrs viridisLite wavethresh withr xts zoo

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

Package: dLagM 1.1.13

dLagM: Time Series Regression Models with Distributed Lag Models

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Help Manual

Usage by other packages (reverse dependencies)