Changes for release 0.2.3 #20
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…mation of standard errors for the delay multipliers, using the delta method. * Add new function `plot_delay()` which creates plots (`ggplot`) for the delay multipliers and their uncertainty intervals (standard errors or confidence intervals). * Add new function `plot_lr()` which creates a plot (`ggplot`) for the long-run relationship in comparison with the dependent variable, and the fitted values of the model.
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New features
Add new function
to_lm()which convertsardl,uecm, andrecmmodels,as well as
dynlmmodels inlmmodels. Among other things, this helps usingthe model with other functions (e.g. with
predict()to forecast)(issue using ARDL to forecast #5, @melville1808).
multipliers()now has a new argument (se) which allows the estimation ofstandard errors for the delay multipliers, using the delta method.
(issue Is it possible to get standard errors for the delay multipliers? #17, @sammy-w)
Add new function
plot_delay()which creates plots (ggplot) for the delaymultipliers and their uncertainty intervals (standard errors or confidence
intervals).
Add new function
plot_lr()which creates a plot (ggplot) for the long-runrelationship in comparison with the dependent variable, and the fitted values of
the model.