Desparsified Lasso Inference for Time Series R package desla version 0.3.1 Calculates the desparsified lasso as originally introduced in van de Geer et al. (2014) <doi:10.1214/14-AOS1221>, and provides inference suitable for high-dimensional time series, based on the long run covariance estimator in Adamek et al. (2020) <doi:10.48550/arXiv.2007.10952>. Also estimates high-dimensional local projections by the desparsified lasso, as described in Adamek et al. (2022) <doi:10.48550/arXiv.2209.03218>. Software Depends: R (>= 3.5.0) Imports: Rcpp, Rdpack, stats, parallelly LinkingTo: Rcpp, RcppArmadillo, RcppProgress, sitmo Suggests: ggplot2 Robert Adamek <robertadamek94@gmail.com> Comprehensive R Archive Network (CRAN) Robert Adamek [cre, aut], Stephan Smeekes [aut], Ines Wilms [aut] GPL (>= 2) 2026-01-22 application/tgz https://CRAN.R-project.org/package=desla doi:10.32614/CRAN.package.desla