Package: tseffects
Title: Dynamic Effects from Single-Equation Time Series Models (with
        Interactions)
Version: 0.4.1
Authors@R: c(person("Soren", "Jordan", comment = c(ORCID = "0000-0003-4201-1085"), email = "sorenjordanpols@gmail.com", role = c("aut", "cre", "cph")), person("Garrett N. Vande Kamp", email = "garrettvandekamp@uga.edu", role = c("aut")), person("Reshi Rajan", email = "rrajan@tamu.edu", role = c("aut")))
Maintainer: Soren Jordan <sorenjordanpols@gmail.com>
Description: Autoregressive distributed lag (A[R]DL) models (and their
        reparameterized equivalent, the Generalized Error-Correction
        Model [GECM]) are the workhorse dynamic linear 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. These tools apply to traditional
        time-series quantities of interest and are built from the
        Impulse Response Function and Step Response Function (sometimes
        described as a pulse effect or a cumulative effect). They also
        allow for a variety of shock histories to be applied to the
        independent variable (beyond just a one-time, one-unit
        increase) as well as the recovery of inferences in levels for
        shocks applied to (in)dependent variables in differences
        through the Generalized Dynamic Response Function. These tools
        are also available for the general conditional dynamic model
        advocated by Warner, Vande Kamp, and Jordan (2026
        <doi:10.1017/psrm.2026.10087>).
URL: https://sorenjordan.github.io/tseffects/,
        https://github.com/sorenjordan/tseffects
BugReports: https://github.com/sorenjordan/tseffects/issues
Imports: mpoly, car, ggplot2, sandwich, stats, utils, insight
Suggests: knitr, rmarkdown, vdiffr, ARDL, dynamac, kardl, tidyverse,
        zoo, ggplotify, patchwork, testthat (>= 3.0.0)
Depends: R (>= 3.5.0)
License: GPL (>=2)
Encoding: UTF-8
LazyData: true
BuildManual: yes
RoxygenNote: 7.3.2
VignetteBuilder: knitr
Config/pak/sysreqs: cmake libgmp3-dev make libicu-dev
Repository: https://sorenjordan.r-universe.dev
Date/Publication: 2026-10-19 17:34:54 UTC
RemoteUrl: https://github.com/sorenjordan/tseffects
RemoteRef: HEAD
RemoteSha: 53ee056425cab9622f95b2e2a53c936ec8e26efd
NeedsCompilation: no
Packaged: 2026-10-19 20:24:42 UTC; root
Author: Soren Jordan [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0003-4201-1085>),
  Garrett N. Vande Kamp [aut],
  Reshi Rajan [aut]