r-cran-dynlm

GNU R package for dynamic linear models and time series regression

Description

This R package provides a user-friendly interface for fitting dynamic linear models and time series regression relationships

The interface and internals of dynlm are very similar to lm, but currently dynlm offers three advantages over the direct use of lm:
 - extended formula processing;
 - preservation of time series attributes;
 - instrumental variables regression (via two-stage least squares).

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Homepage

https://cran.r-project.org/package=dynlm


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