Package: tseffects
Title: Dynamic Inferences from Time Series (with Interactions)
Version: 0.3.1
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 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 (what we call the
        Generalized Dynamic Response Function). These effects are also
        available for the general conditional dynamic model advocated
        by Warner, Vande Kamp, and Jordan (2026
        <doi:10.1017/psrm.2026.10087>). We also provide the formulae
        for these effects.
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
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: 2026-07-15 21:25:14 UTC
RemoteUrl: https://github.com/sorenjordan/tseffects
RemoteRef: HEAD
RemoteSha: aad6ed379ea1c156c9b91ba2ede0ea5e1957263a
NeedsCompilation: no
Packaged: 2026-07-15 21:41:42 UTC; root
Author: Soren Jordan [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0003-4201-1085>),
  Garrett N. Vande Kamp [aut],
  Reshi Rajan [aut]