Expand description
Time series regression models
This module provides various regression methods for time series analysis:
- Distributed lag models (DL)
- Autoregressive distributed lag (ARDL) models
- Error correction models (ECM)
- Regression with ARIMA errors
Structs§
- ARDL
Config - Configuration for ARDL models
- ARDL
Result - ARDL model result
- ARIMA
Errors Config - Configuration for regression with ARIMA errors (placeholder)
- ARIMA
Errors Result - Regression with ARIMA errors result (placeholder for future implementation)
- Distributed
LagConfig - Configuration for distributed lag models
- Distributed
LagResult - Distributed lag model result
- Error
Correction Config - Configuration for error correction models
- Error
Correction Result - Error correction model result
- Time
Series Regression - Time series regression model fitter
Enums§
- Information
Criterion - Information criteria for model selection
Type Aliases§
- Regression
Result - Result type for regression models