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.


Reference manual

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install.packages("dyn")

0.2-11.0 by M. Leeds, a month ago


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


Authors: G. Grothendieck [aut] , M. Leeds [cre]


Documentation:   PDF Manual  


GPL license


Depends on zoo

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


See at CRAN