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Dynamic structural equation models

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Package dsem fits dynamic structural equation models, which includes as nested submodels:

  1. structural equation models
  2. vector autoregressive models
  3. dynamic factor analysis
  4. state-space autoregressive integrated moving average (ARIMA) models

The model has several advantages:

dsem is specifically intended as a minimal implementation, and uses standard packages to simplify input/output formatting:

Please see package vignettes for more details regarding syntax and features.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.