dyn-package               package:dyn               R Documentation

_T_i_m_e _S_e_r_i_e_s _R_e_g_r_e_s_s_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_D_e_t_a_i_l_s:

     '"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

_E_x_a_m_p_l_e_s:

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

