Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.
Fix bug in tvGLS.R
for option est = "ll"
.
Added a website for the package (with pkgdown).
Added README.Rmd
and index.Rmd
.
Updated documentation tvOLS matrix
, forecast.tvar
, forecast.tvlm
and
forecast.tvsure
.
Removed class tvlm
from objects of class tvar
.
Removed deprecated CI.tvlm()
, CI.tvar()
, CI.tvsure()
and CI.tvirf()
methods.
Added predict.tvlm()
, predict.tvar()
, predict.tvsure()
and predict.tvvar()
methods.
Added forecast.tvlm()
, forecast.tvar()
, forecast.tvsure()
and forecast.tvvar()
methods.
Added resid.tvlm()
, resid.tvsure()
, resid.tvvar()
and resid.tvirf()
for compatility with R standards.