dynlm: Dynamic Linear Regression

Dynamic linear models and time series regression.

Version: 0.3-6
Depends: R (≥ 2.10.0), zoo
Imports: stats, car (≥ 2.0-0), lmtest
Suggests: datasets, sandwich, strucchange, TSA
Published: 2019-01-06
Author: Achim Zeileis ORCID iD [aut, cre]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: no
Citation: dynlm citation info
Materials: NEWS
In views: Econometrics, Environmetrics, Finance, TimeSeries
CRAN checks: dynlm results

Downloads:

Reference manual: dynlm.pdf
Package source: dynlm_0.3-6.tar.gz
Windows binaries: r-devel: dynlm_0.3-6.zip, r-release: dynlm_0.3-6.zip, r-oldrel: dynlm_0.3-6.zip
macOS binaries: r-release: dynlm_0.3-6.tgz, r-oldrel: dynlm_0.3-6.tgz
Old sources: dynlm archive

Reverse dependencies:

Reverse depends: CADFtest, dLagM, meboot
Reverse imports: ARDL
Reverse suggests: AER, dominanceanalysis, lmtest, strucchange
Reverse enhances: stargazer, texreg

Linking:

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