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dLagM

Time Series Regression Models with Distributed Lag Models

v1.1.13 · Oct 1, 2023 · GPL-3

Description

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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Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

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  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
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CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
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  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.

Dependency Network

Dependencies Reverse dependencies nardl dynlm AER formula.tools plyr lmtest strucchange wavethresh MASS roll sandwich dLagM

Version History

new 1.1.13 Mar 9, 2026