dynlm: Dynamic Linear Regression

Dynamic linear models and time series regression.

Version: 0.3-1
Depends: R (≥ 2.0.0), stats, zoo, lmtest, car (≥ 2.0-0)
Imports: stats, strucchange
Suggests: datasets, sandwich, strucchange, TSA
Published: 2011-11-28
Author: Achim Zeileis [aut, cre]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2
Citation: dynlm citation info
In views: Econometrics, Environmetrics, Finance, SocialSciences, TimeSeries
CRAN checks: dynlm results

Downloads:

Package source: dynlm_0.3-1.tar.gz
MacOS X binary: dynlm_0.3-1.tgz
Windows binary: dynlm_0.3-1.zip
Reference manual: dynlm.pdf
News/ChangeLog:NEWS
Old sources: dynlm archive

Reverse dependencies:

Reverse depends: CADFtest, meboot
Reverse suggests: AER, lmtest, strucchange