Package index • tseffects

All functions

GDRF.adl.plot(): Evaluate (and possibly plot) the General Dynamic Response Function (GDRF) for an autoregressive distributed lag (ADL) model
GDRF.gecm.plot(): Evaluate (and possibly plot) the General Dynamic Response Function (GDRF) for a Generalized Error Correction Model (GECM)
adl.plot(): Evaluate (and possibly plot) the General Dynamic Response Function (GDRF) for an autoregressive distributed lag (ADL) model, assuming the underlying model is in levels (d.x = d.y = 0) and the user wants a marginal effect (the untransformed GDRF). (This is just a wrapper for GDRF.adl.plot with simplifying assumptions)
approval: Data on US Presidential Approval
gecm.plot(): Evaluate (and possibly plot) the General Dynamic Response Function (GDRF) for a GECM(1,1) model, assuming the underlying model is in first differences (x.vrbl.d.x = y.vrbl.d.y = 0 and x.d.vrbl.d.x = y.d.vrbl.d.y = 1) and the user wants a marginal effect (the untransformed GDRF) and inferences about y in levels to a treatment applied to x in levels. (This is just a wrapper for GDRF.gecm.plot with simplifying assumptions)
gecm.to.adl(): Translate the coefficients from the General Error Correction Model (GECM) to the autoregressive distributed lag (ADL) model
general.calculator(): Generate the generalized effect formulae for an autoregressive distributed lag (ADL) model, given pulse effects and shock history
interact.adl.plot(): Plot the interaction in a single-equation time series model estimated via lm.
pulse.calculator(): Generate pulse effect formulae for a given autoregressive distributed lag (ADL) model
toy.ts.interaction.data: Simulated interactive time series data
yhat.calculator(): Transform the GDRF formulae to fitted value formulae