摘要：While autoregressive distributed lag models allow for extremely flexible dynamics, interpret ing the substantive significance of complex lag structures remains difficult. In this paper we discuss dynamac (dynamic autoregressive and cointegrating models), an R package designed to assist users in estimating, dynamically simulating, and plotting the results of a variety of autoregressive distributed lag models. It also contains a number of post-estimation diagnostics, including a test for cointegration for when researchers are estimating the error-correction variant of the autoregressive distributed lag model.
