logo

R

CRAN Version codecov monthlydownloads DOI DOI

Description

dynamac is a suite of programs in R designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models, as well as testing for cointegration. The core program is dynardl, a flexible program designed to dynamically simulate and plot a variety of types of autoregressive distributed lag models, including error-correction models. In addition there are several other programs:

  • pssbounds implements the bounds cointegration test proposed by Pesaran, Shin and Smith (2001) and discussed in Philips (2018)
  • A variety of post-estimation time series plots through dynardl.simulation.plot, with many options
  • A post-estimation command for residual diagnostics: dynardl.auto.correlated
  • Helper functions for taking the first-difference, lag, and lagged first difference of a series

    • Download

    You can download dynamac in R directly from CRAN:

    								
install.packages("dynamac")
library(dynamac)

    Alternatively, you can download from GitHub: 

    				
library(devtools)
devtools::install_github("andyphilips/dynamac")
library(dynamac)

    Examples

    Examples of dynamac in R are available in the vignette file. You can also check out the R Journal article as well as the Journal of Open Source Software article.

    Authors

  • Soren Jordan, Department of Political Science, Auburn University. sorenjordanpols [AT] gmail.com
  • Andrew Q. Philips, Department of Political Science, University of Colorado Boulder. andrew.philips [AT] colorado.edu