Dynamic Effects from Single-Equation Time Series Models (with Interactions)

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Documentation for package ‘tseffects’ version 0.4.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

adl.plot	Evaluate and/or plot the General Dynamic Response Function (GDRF) for an ADL assumed in levels
approval	Data on US Presidential Approval
convolution.calculator	Generate the convolved arbitrary (im)pulses formulae for a dynamic linear model
GDRF.adl.plot	Evaluate and/or plot the General Dynamic Response Function (GDRF) for an ADL
GDRF.gecm.plot	Evaluate and/or plot the General Dynamic Response Function (GDRF) for a GECM
gecm.plot	Evaluate and/or plot the General Dynamic Response Function (GDRF) for a GECM assumed in levels/first differences
gecm.to.adl	Use equivalencies to translate GECM coefficients to ADL coefficients
general.calculator	Generate the generalized (im)pulse formulae for a dynamic linear model
interact.adl.plot	Evaluate and/or plot dynamic interactions from dynamic linear models
pulse.calculator	Generate the (im)pulse formulae for a dynamic linear model
toy.ts.interaction.data	Simulated interactive time series data
yhat.calculator	Transform GDRF formulae to fitted value formulae