fbardl: Fourier Bootstrap ARDL Cointegration Test

Implements the Fourier Bootstrap Autoregressive Distributed Lag (FBARDL) bounds testing approach for cointegration analysis. Combines the Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616> ARDL bounds testing framework with Fourier terms to capture structural breaks following Yilanci, Bozoklu & Gorus (2020) <doi:10.1016/j.scs.2020.102035>, and bootstrap critical values based on McNown, Sam & Goh (2018) <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca & Zoia (2022) <doi:10.1016/j.econmod.2022.105987>, with finite-sample bounds test critical values from Kripfganz and Schneider (2020) <doi:10.1111/obes.12377>. Features include automatic lag selection via AIC/BIC, optimal Fourier frequency selection by minimum SSR, long-run and short-run coefficient estimation, diagnostic tests, and dynamic multiplier analysis.

Version:	1.1.0
Depends:	R (≥ 3.5.0)
Imports:	stats
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-09-30
DOI:	10.32614/CRAN.package.fbardl
Author:	Muhammad Alkhalaf [aut, cre, cph]
Maintainer:	Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports:	https://github.com/muhammedalkhalaf/fbardl/issues
License:	GPL-3
URL:	https://github.com/muhammedalkhalaf/fbardl
NeedsCompilation:	no
Citation:	fbardl citation info
Materials:	README, NEWS
CRAN checks:	fbardl results

Documentation:

Reference manual:

fbardl.html , fbardl.pdf

Downloads:

Package source:	fbardl_1.1.0.tar.gz
Windows binaries:	r-devel: fbardl_1.1.0.zip, r-release: fbardl_1.0.2.zip, r-oldrel: fbardl_1.1.0.zip
macOS binaries:	r-release (arm64): fbardl_1.1.0.tgz, r-oldrel (arm64): fbardl_1.1.0.tgz, r-release (x86_64): fbardl_1.1.0.tgz, r-oldrel (x86_64): fbardl_1.1.0.tgz
Old sources:	fbardl archive

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