dyn-package {dyn}R Documentation

Time Series Regression

Description

Time series regression. The dyn class interfaces ts, irts, its, zoo and zooreg time series classes to lm, glm, loess, quantreg::rq, MASS::rlm, quantreg::rq, randomForest::randomForest and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.

Details

"dyn" allows one to use time series with regression functions that were not originally written to support time series by simply prefacing the call to the regression function with "dyn$". The following are source of information on "dyn":
Overview file.show(system.file("README", package = "dyn"))
News file.show(system.file("NEWS", package = "dyn"))
Acknowledgements file.show(system.file("THANKS", package = "dyn"))
Wish List file.show(system.file("WISHLIST", package = "dyn"))
List of demo files demo(package = "dyn"))
Invoking a demo file demo("dyn-rq")
This File package?dyn
Help file ?dyn

Examples

x <- ts(seq(10)^2)
dyn$lm(x ~ lag(x))
dyn$glm(x ~ lag(x))
dyn$loess(x ~ lag(x))

[Package dyn version 0.2-5 Index]