R Observatory: Metrics for tseffects version 0.4.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tseffects

0.4.1Package record

Dynamic Effects from Single-Equation Time Series Models (with Interactions)

0packages depend

2.4Kdownloads / year

98.9%test coverage

13/13flavors OK

Overview

About

Maintained by Soren JordanCRAN page ↗GitHub ↗Website ↗Issues ↗

Autoregressive distributed lag (A[R]DL) models (and their reparameterized equivalent, the Generalized Error-Correction Model [GECM]) are the workhorse dynamic linear models in uncovering dynamic inferences. ADL models are simple to estimate; this is what makes them attractive. Once these models are estimated, what is less clear is how to uncover a rich set of dynamic inferences from these models. We provide tools for recovering those inferences. These tools apply to traditional time-series quantities of interest and are built from the Impulse Response Function and Step Response Function (sometimes described as a pulse effect or a cumulative effect). They also allow for a variety of shock histories to be applied to the independent variable (beyond just a one-time, one-unit increase) as well as the recovery of inferences in levels for shocks applied to (in)dependent variables in differences through the Generalized Dynamic Response Function. These tools are also available for the general conditional dynamic model advocated by Warner, Vande Kamp, and Jordan (2026 doi:10.1017/psrm.2026.10087).

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tseffects", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("sorenjordan/tseffects")

Development version from sorenjordan/tseffects. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tseffects

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tseffects

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tseffects

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 10.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.4.1

READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsiteYes · pkgdown

Help pages: 22 (10 internal)
Examples that run: 100%10 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (1)

An Introduction to tseffects: Dynamic Inferences from Time Series (with Interactions) HTML

How these are measured

Downloads

2.4K

CRAN downloads in the past year

Rank #13,636 · ~7/day · ~199/mo

Releases R versions

Daily download trend is not available in this view yet.

41930 days

83890 days

2.4K1 year

Compare downloads with other packages →

Also on81 r2u8 autocran

How downloads are counted

Repository

sorenjordan/tseffects ↗Account: sorenjordan

4Stars

1Forks

0Open issues

1Open PRs

0Releases

32Commits

1Commit identities

32 commits · Last activity 2026-10-16 · +33.3% stars, 30d · The default branch showed an older version (0.3.1) than CRAN on 2026-10-11

Responsiveness

not measured

Stars over time

2025-10-22 · 12026-10-08 · 4

How these are measured

PracticesBeta

5 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/sorenjordan/tseffects on 2026-10-11.

Continuous integration (1)

GitHub Actions

Docs source (3)

pkgdown

GitHub Pages site last deployed 2026-07-15 · The repository has a site deploy workflow

pkgdown site last built 2026-07-15, before release 0.4.1 (2026-10-02)

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

15 external dependencies (excludes base and recommended)

Installing tseffects adds 68 packages (36 with compiled code, 59 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.

Depends (1)

R >= 3.5.0

Imports (6)

mpoly car ggplot2 sandwichstatsutils

LinkingTo (0)

none

Suggests (11)

knitr rmarkdown vdiffr ARDL dynamac kardl tidyverse zoo ggplotify patchwork testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Soren Jordan

Garrett N. Vande Kamp

Author

Reshi Rajan

Author

Releases (4)

Pick two releases to compare their code metrics.

0.4.1Latest
record
2026-10-02 · current release · diff ↗ ·
added 1 export
convolution.calculator
0.3.1
record
2026-07-15 · diff ↗ ·
removed 2 exports
GDTE.adl.plot, GDTE.gecm.plot

added 3 exports
adl.plot, gecm.plot, yhat.calculator
R
R 4.6.0 released · 2026-04-24
0.2.1
record
2026-02-05 · diff ↗ ·
removed 2 exports
GDTE.calculator, pte.calculator

added 6 exports
GDRF.adl.plot, GDRF.gecm.plot, gecm.to.adl, general.calculator, interact.adl.plot, pulse.calculator
0.1.4
record
2025-10-09
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-10-09
Total releases: 4 / 1 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 12 KB / 2 files
Download size: 589 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tseffects")

Format

Jordan, S., Garrett N. Vande Kamp, & Reshi Rajan. (2026). tseffects: Dynamic Effects from Single-Equation Time Series Models (with Interactions) (Version 0.4.1) [Computer software]. https://doi.org/10.32614/CRAN.package.tseffects

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tseffects version 0.4.1 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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