Time Series Regression Models with Distributed Lag Models
Implement ARDL bounds test
Find optimal orders (lag structure) for ARDL bounds test
Implement finite autoregressive distributed lag model
Implementation of Time Series Regression Models with Distributed Lag M...
Implement finite distributed lag model
Find the optimal lag length for finite DLMs
Compute forecasts for distributed lag models
Compute goodness-of-fit measures for DLMs
Implement distributed lag models with Koyck transformation
Implement finite polynomial distributed lag model
PLot the rolling correlations
Test the significance of signal from rolling correlation analysis
Sort AIC, BIC, MASE, MAPE, sMAPE, MRAE, GMRAE, or MBRAE scores
Provides time series regression models with one predictor using finite distributed lag models, polynomial (Almon) distributed lag models, geometric distributed lag models with Koyck transformation, and autoregressive distributed lag models. It also consists of functions for computation of h-step ahead forecasts from these models. See Demirhan (2020)(<doi:10.1371/journal.pone.0228812>) and Baltagi (2011)(<doi:10.1007/978-3-642-20059-5>) for more information.