Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.
Version: 0.2.4 Depends: R (≥ 3.5.0) Imports: aod, dplyr, dynlm, gridExtra, ggplot2, lmtest, msm, stringr, zoo Suggests: strucchange, tseries, qpcR, sandwich, testthat (≥ 3.0.0) Published: 2023-08-21 DOI: 10.32614/CRAN.package.ARDL Author: Kleanthis Natsiopoulos [aut, cre], Nickolaos Tzeremes [aut] Maintainer: Kleanthis Natsiopoulos <klnatsio at gmail.com> BugReports: https://github.com/Natsiopoulos/ARDL/issues License: GPL-3 URL: https://github.com/Natsiopoulos/ARDL NeedsCompilation: no Citation: ARDL citation info Materials: README NEWS In views: TimeSeries CRAN checks: ARDL results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=ARDL to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4