Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))


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Documentation for package ‘EconCausal’ version 1.0.4

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bglmar1 Bayesian generalized linear model with AR(1) errors and leave-future-out validation
bsts_model Bayesian structural time series with leave-future-out validation
ecm_mars Error-correction screening with MARS forecasts under rolling-origin validation