Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))
Documentation for package ‘EconCausal’ version 1.0.2
DESCRIPTION file
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User guides, package vignettes and other documentation.
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bglmar1
Bayesian Generalized Linear Model with AR(1) Errors
bsts_model
Bayesian Structural Time Series Model
ecm_mars
Error Correction Model with Multivariate Adaptive Regression Splines