Dynamic Inferences from Time Series (with Interactions)

Documentation for package ‘tseffects’ version 0.2.1

approval	Data on US Presidential Approval
GDRF.adl.plot	Evaluate (and possibly plot) the General Dynamic Response Function (GDRF) for an autoregressive distributed lag (ADL) model
GDRF.gecm.plot	Evaluate (and possibly plot) the General Dynamic Treatment Effect (GDRF) for a Generalized Error Correction Model (GECM)
GDTE.adl.plot	Evaluate (and possibly plot) the General Dynamic Treatment Effect (GDTE) for an autoregressive distributed lag (ADL) model
GDTE.gecm.plot	Evaluate (and possibly plot) the General Dynamic Treatment Effect (GDTE) for a Generalized Error Correction Model (GECM)
gecm.to.adl	Translate the coefficients from the General Error Correction Model (GECM) to the autoregressive distributed lag (ADL) model
general.calculator	Generate the generalized effect formulae for an autoregressive distributed lag (ADL) model, given pulse effects and shock/treatment history
interact.adl.plot	Plot the interaction in a single-equation time series model estimated via 'lm'. It is imperative that you double-check you have referenced all x, y, z, and interaction terms through 'x.vrbl', 'y.vrbl', 'z.vrbl', and 'x.z.vrbl'. You must also have their orders correctly entered. 'interact.adl.plot' has no way of determining, from the variable list, which correspond with which
pulse.calculator	Generate pulse effect formulae for a given autoregressive distributed lag (ADL) model
toy.ts.interaction.data	Simulated interactive time series data