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dLagM

Time Series Regression Models with Distributed Lag Models

v1.1.13 · Oct 1, 2023 · GPL-3

Description

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.

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Haydar Demirhan <haydar.demirhan@rmit.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Haydar",
                    family = "Demirhan",
                    role = c("aut", "cre", "cph"),
                    email = "haydar.demirhan@rmit.edu.au",
                    comment = c(ORCID = "0000-0002-8565-4710"))
as necessary.

Dependency Network

Dependencies Reverse dependencies nardl dynlm AER formula.tools plyr lmtest strucchange wavethresh MASS roll sandwich dLagM

Version History

new 1.1.13 Mar 10, 2026
updated 1.1.13 ← 1.1.12 diff Oct 1, 2023
updated 1.1.12 ← 1.1.8 diff Aug 8, 2023
updated 1.1.8 ← 1.1.7 diff May 8, 2022
updated 1.1.7 ← 1.1.6.2 diff Feb 22, 2022
updated 1.1.6.2 ← 1.1.4 diff Aug 1, 2021
updated 1.1.4 ← 1.1.3 diff Jul 12, 2020
updated 1.1.3 ← 1.1.2 diff May 11, 2020
updated 1.1.2 ← 1.0.21 diff Feb 28, 2020
updated 1.0.21 ← 1.0.19 diff Jan 16, 2020
updated 1.0.19 ← 1.0.18 diff Oct 22, 2019
updated 1.0.18 ← 1.0.17 diff Oct 17, 2019
updated 1.0.17 ← 1.0.15 diff Aug 23, 2019
updated 1.0.15 ← 1.0.12 diff Jul 17, 2019
updated 1.0.12 ← 1.0.10 diff May 1, 2019
updated 1.0.10 ← 1.0.8 diff Oct 21, 2018
updated 1.0.8 ← 1.0.7 diff Oct 14, 2018
updated 1.0.7 ← 1.0.6 diff Sep 26, 2018
updated 1.0.6 ← 1.0.2 diff Sep 13, 2018
updated 1.0.2 ← 1.0.0 diff Jan 16, 2018