Dynamic structural equation models

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Package dsem fits dynamic structural equation models, which includes as nested submodels:

  1. structural equation models
  2. vector autoregressive models
  3. dynamic factor analysis
  4. state-space autoregressive integrated moving average (ARIMA) models

The model has several advantages:

dsem is specifically intended as a minimal implementation, and uses standard packages to simplify input/output formatting:

Please see package vignettes for more details regarding syntax and features.