Other packages > Find by keyword >

tseffects  

Dynamic (Causal) Inferences from Time Series (with Interactions)
View on CRAN: Click here


Download and install tseffects package within the R console
Install from CRAN:
install.packages("tseffects")

Install from Github:
library("remotes")
install_github("cran/tseffects")

Install by package version:
library("remotes")
install_version("tseffects", "0.1.4")



Attach the package and use:
library("tseffects")
Maintained by
Soren Jordan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-10-09
Latest Update: 2025-10-09
Description:
Autoregressive distributed lag (A[R]DL) models (and their reparameterized equivalent, the Generalized Error-Correction Model [GECM]) (see De Boef and Keele 2008 <doi:10.1111/j.1540-5907.2007.00307.x>) are the workhorse models in uncovering dynamic inferences. ADL models are simple to estimate; this is what makes them attractive. Once these models are estimated, what is less clear is how to uncover a rich set of dynamic inferences from these models. We provide tools for recovering those inferences in three forms: causal inferences from ADL models, traditional time series quantities of interest (short- and long-run effects), and dynamic conditional relationships.
How to cite:
Soren Jordan (2025). tseffects: Dynamic (Causal) Inferences from Time Series (with Interactions). R package version 0.1.4, https://cran.r-project.org/web/packages/tseffects. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-16 00:00), 0.1.4 (2025-10-09 14:10), 0.2.1 (2026-02-05 16:20)
Other packages that cited tseffects R package
View tseffects citation profile
Other R packages that tseffects depends, imports, suggests or enhances
Complete documentation for tseffects
Functions, R codes and Examples using the tseffects R package
Full tseffects package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

BayesESS  
Determining Effective Sample Size
Determines effective sample size of a parametric prior distribution in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency  
modelwordcloud  
Model Word Clouds
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency  
enrichwith  
Methods to Enrich R Objects with Extra Components
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency  
bbricks  
Bayesian Methods and Graphical Model Structures for Statistical Modeling
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA