Time Series Regression

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.


News

Changes in 0.2-9.1

o modified DESCRIPTION file in order to reflect change in maintainer to Mark Leeds

o implemented patch provided by Thomas Kalibera to fix current error during running of test in development version of R: 2016-11-10 r71645. Patch is in dyn.R

Changes in 0.2-9

o added NAMESPACE file

Changes in 0.2-8.1

o changes needed to pass R CMD check on R 2.15.0

o corrected example in dyn.Rd

Changes in 0.2-8

o model.matrix.dyn now available

o tests/vcovHAC.R (thanks to Ajay Shah)

o dyn-mcmcpack.R demo (thanks to Delali Accolley)

o fixed Rd files for R version 2.9.0's Rdversion 2 parser

Changes in 0.2-7

o added dyn-onestep.R demo

o added demo source display in dyn-package.Rd

o added dyn$loess example to dyn.Rd

Changes in 0.2-6

o updated email address in description file

Changes in 0.2-5

o fixed bug with matrix components in model specification

o modified README

Changes in 0.2-4

o moved NEWS, README, THANKS, WISHLIST to inst directory

Changes in 0.2-2

o updated to correspond to 'its' 1.0.9

Changes in 0.2-1

o documentation changes

Changes in 0.2-0

o bug fixes

Changes in Version 0.1-2

o dyn class

o anova.dyn

o update.dyn

o irts (package tseries) and its (package its) support

o combined fitted methods for zoo, zooreg, ts, irts and its. Same for residuals and same for predict.

o testing with glm, MASS::rlm, MASS::lqs, randomForest, quantreg::rq

o testing with na.omit, na.exclude

o more demos

Changes in Version 0.1-1

o zoo, zooreg and ts methods for model.frame, predict, fitted, resid

o testing with lm

Reference manual

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install.packages("dyn")

0.2-9.3 by M. Leeds, 9 months ago


Browse source code at https://github.com/cran/dyn


Authors: G. Grothendieck


Documentation:   PDF Manual  


Task views: Analysis of Ecological and Environmental Data, Empirical Finance, Time Series Analysis


GPL license


Depends on zoo

Suggests lattice, MASS, MCMCpack, quantreg, randomForest, sandwich, tseries


See at CRAN