Add new function to_lm() which converts ardl, uecm, and recm models,
as well as dynlm models in lm models. Among other things, this helps using
the model with other functions (e.g. with predict() to forecast)
(issue #5, @melville1808).
multipliers() now has a new argument (se) which allows the estimation of
standard errors for the delay multipliers, using the delta method.
(issue #17, @sammy-w)
Add new function plot_delay() which creates plots (ggplot) for the delay
multipliers and their uncertainty intervals (standard errors or confidence
intervals).
Add new function plot_lr() which creates a plot (ggplot) for the long-run
relationship in comparison with the dependent variable, and the fitted values of
the model.
New features
Add new function
to_lm()
which convertsardl
,uecm
, andrecm
models, as well asdynlm
models inlm
models. Among other things, this helps using the model with other functions (e.g. withpredict()
to forecast) (issue #5, @melville1808).multipliers()
now has a new argument (se
) which allows the estimation of standard errors for the delay multipliers, using the delta method. (issue #17, @sammy-w)Add new function
plot_delay()
which creates plots (ggplot
) for the delay multipliers and their uncertainty intervals (standard errors or confidence intervals).Add new function
plot_lr()
which creates a plot (ggplot
) for the long-run relationship in comparison with the dependent variable, and the fitted values of the model.