dynsim: An R implementation of dynamic simulations of autoregressive relationships

This paper is a short introduction in how to use the dynsim R package for calculating dynamic simulations with autoregressive time series using the approach laid out in Williams and Whitten (2012). Building on the Zelig package, dynsim depicts long-run simulations of dynamic processes for a variety of substantively interesting scenarios, with and without the presence of exogenous shocks. The package includes the dynsim function for calculating the dynamic simulations and provides a function (dynsimGG) for graphically depicting the dynamic simulations with the ggplot2 package.

Written with Laron K. Williams and Guy D. Whitten