Build Error Correction Models

Functions for easy building of error correction models (ECM) for time series regression.


This package allows users to build error correction models (ECM). While other R packages allow users to do this, this package allows the user to build ECM models on the data.frame structure, select different variables for the transient and equilibrium terms of the ECM, use backwards selection to choose ECM variables, and average multiple ECM models into one ECM.

This is version 4.2.0

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Reference manual

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install.packages("ecm")

4.3.0 by Gaurav Bansal, 2 months ago


https://github.com/gaurbans/ecm


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


Authors: Gaurav Bansal


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports stats, car


See at CRAN