Dynamic linear models and time series regression.
Changes in Version 0.3-5
o Preserve class attribute of "na.action" (based on fix suggested by Matthieu Stigler).
Changes in Version 0.3-4
o In previous versions the weights argument did not work when used with "ts" series.
Changes in Version 0.3-3
o Streamlined Depends/Imports/Suggests. Now "dynlm" only depends on zoo but imports from stats, car, and lmtest. Packages datasets, strucchange, sandwich, and TSA are suggested (for use in examples).
o Improved evaluation of pre-computed formulas (suggested by Vaidotas Zemlys).
o Added tests/ with output from examples for R CMD check.
Changes in Version 0.3-2
o Bug fix so that weights/offset can actually be used.
Changes in Version 0.3-1
o Fixed bug in computation of R-squared values and Wald statistic for two-stage least squares.
Changes in Version 0.3-0
o Added new formula functions trend() and harmon() that allow convenient specification of linear or cyclical patterns.
Changes in Version 0.2-3
o Fixed bug when lagged variables are used in instrumental variables regression.
Changes in Version 0.2-2
o Added CITATION file.
Changes in Version 0.2-1
o Enhanced documentation ?dynlm.
Changes in Version 0.2-0
o Added support for instrumental variables regression (two-stage least squares) via formulas like dynlm(y ~ x1 + x2 | z1 + z2 + z3, data = mydata) where z1, z2, z3 are the instruments.
o Enabled specification of multiple lags via formulas like dynlm(y ~ L(x, 0:4), data = mydata) where y is regressed on x and lags 1 through 4 of x.
o Fixed bug in time properties when there were leading NAs in the data.