The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 |
Reference manual: | ARDL.pdf |
Package source: | ARDL_0.2.4.tar.gz |
Windows binaries: | r-devel: ARDL_0.2.4.zip, r-release: ARDL_0.2.4.zip, r-oldrel: ARDL_0.2.4.zip |
macOS binaries: | r-release (arm64): ARDL_0.2.4.tgz, r-oldrel (arm64): ARDL_0.2.4.tgz, r-release (x86_64): ARDL_0.2.4.tgz, r-oldrel (x86_64): ARDL_0.2.4.tgz |
Old sources: | ARDL archive |
Reverse imports: | bootCT |
Please use the canonical form https://CRAN.R-project.org/package=ARDL to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.