dyn: Time Series Regression
Time series regression. The dyn class interfaces ts,
irts, its, 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.
| Version: |
0.2-8.1 |
| Depends: |
R (≥ 2.6.0), zoo (≥ 1.0-0) |
| Suggests: |
its (≥ 1.0.9), lattice, MASS, MCMCpack, quantreg (≥ 3.82), randomForest, sandwich, tseries |
| Published: |
2012-03-24 |
| Author: |
G. Grothendieck |
| Maintainer: |
G. Grothendieck <ggrothendieck at gmail.com> |
| License: |
GPL |
| In views: |
Econometrics, Environmetrics, Finance, SocialSciences, TimeSeries |
| CRAN checks: |
dyn results |
Downloads: