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ardl.nardl: Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach

Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.

Version: 1.3.0
Depends: R (≥ 3.5.0)
Imports: gets, plyr, dplyr, rlist, nardl, car, lmtest, texreg, stringr, tseries, sandwich, purrr, tidyselect
Suggests: dynamac
Published: 2024-01-30
DOI: 10.32614/CRAN.package.ardl.nardl
Author: Eric I. Otoakhia [aut, cre]
Maintainer: Eric I. Otoakhia <otoakhiai at gmail.com>
Contact: <otoakhiai@gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: ardl.nardl results

Documentation:

Reference manual: ardl.nardl.pdf

Downloads:

Package source: ardl.nardl_1.3.0.tar.gz
Windows binaries: r-devel: ardl.nardl_1.3.0.zip, r-release: ardl.nardl_1.3.0.zip, r-oldrel: ardl.nardl_1.3.0.zip
macOS binaries: r-release (arm64): ardl.nardl_1.3.0.tgz, r-oldrel (arm64): ardl.nardl_1.3.0.tgz, r-release (x86_64): ardl.nardl_1.3.0.tgz, r-oldrel (x86_64): ardl.nardl_1.3.0.tgz
Old sources: ardl.nardl archive

Linking:

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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.