Dynamic linear models and time series regression.

Documentation

Manual: dynlm.pdf
Vignette: None available.

Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>

Author(s): Achim Zeileis*

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

install.packages("dynlm")

Depends R (>= 2.10.0), zoo
Imports stats, car(>=2.0-0), lmtest
Suggests datasets, sandwich, strucchange, TSA
Enhances
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depends
CADFtest, dLagM, meboot
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imports
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suggests
AER, lmtest, strucchange
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stargazer, texreg
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Package dynlm
Materials
URL
Task Views Econometrics , Environmetrics , Finance , TimeSeries
Version 0.3-5
Published 2016-08-06
License GPL-2 | GPL-3
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks dynlm check results
Package source dynlm_0.3-5.tar.gz