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.

Documentation

Manual: dyn.pdf
Vignette: None available.

Maintainer: M. Leeds <markleeds2 at gmail.com>

Author(s): G. Grothendieck

Install package and any missing dependencies by running this line in your R console:

install.packages("dyn")

Depends R (>= 2.6.0), zoo(>=1.0-0)
Imports
Suggests lattice, MASS, MCMCpack, quantreg(>=3.82), randomForest, sandwich, tseries
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Package dyn
Materials
URL
Task Views Environmetrics , Finance , TimeSeries
Version 0.2-9.3
Published 2017-02-09
License GPL
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks dyn check results
Package source dyn_0.2-9.3.tar.gz