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ecm

This package allows users to build error correction models (ECM). While other R packages allow users to do this, this package allows the user to build ECM models on the data.frame structure, select different variables for the transient and equilibrium terms of the ECM, use backwards selection to choose ECM variables, and average multiple ECM models into one ECM.

This is version 7.1.0

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.