Time series regression. The dyn class interfaces ts, irts, its, zoo and zooreg time series classes to lm, glm, loess, quantreg::rq, MASS::rlm, 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.
| Version: | 0.2-6 |
| Depends: | R (≥ 2.1.0), zoo (≥ 0.9-9) |
| Suggests: | its (≥ 1.0.9), MASS, quantreg (≥ 3.82), randomForest, tseries |
| Date: | 2005-06-15 |
| Author: | Gabor Grothendieck |
| Maintainer: | Gabor Grothendieck <ggrothendieck at gmail.com> |
| License: | GPL |
| In views: | Econometrics, Environmetrics, Finance, SocialSciences, TimeSeries |
| CRAN checks: | dyn results |
Downloads:
| Package source: | dyn_0.2-6.tar.gz |
| MacOS X binary: | dyn_0.2-6.tgz |
| Windows binary: | dyn_0.2-6.zip |
| Reference manual: | dyn.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | dyn archive |