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


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Documentation for package ‘EconCausal’ version 1.0.2

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bglmar1 Bayesian Generalized Linear Model with AR(1) Errors
bsts_model Bayesian Structural Time Series Model
ecm_mars Error Correction Model with Multivariate Adaptive Regression Splines