Build Error Correction Models

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Documentation for package ‘ecm’ version 6.3.0

Help Pages

cumcount Get cumulative count
durbinH Calculate Durbin's h-statistic
ecm Build an error correction model
ecmave Build an averaged error correction model
ecmaveback Backwards selection using an averaged error correction model
ecmback Backwards selection to build an error correction model
ecmpredict Predict using an ecm object
lagpad Lag a vector
lmave Build multiple lm models and average them
Wilshire FRED data on the Wilshire 5000 index and other economic factors