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:
You can download dynamac in R directly from CRAN:
Alternatively, you can download from GitHub:
library(devtools) devtools::install_github("andyphilips/dynamac") library(dynamac)
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.