DREGAR
Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.4.0 |
2026-04-09 windows/windows R-4.5 | DREGAR_0.1.4.0.zip |
50.5 KiB |