dLagM

Time Series Regression Models with Distributed Lag Models

CRAN Package

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.


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  • Depends2 packages
  • Imports9 packages