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Version 1.0.6 (14 September 2018)

• The show.summary argument has dropped from the functions dlm(), ardlDlm(), koyckDlm(), and polyDlm(). Now, a call to the classical summary() function summarises the model.
• All the forecast functions have collected under the forecast() method to improve usability of the package.
• To remove the model elements, matrices and vectors have been replaced by list interface. Please see the help files for details.
• Added a functionality to remove lag 0 of any independent series.
• Improved documentation and errors fixed.
• Reduced number of dependencies.
• Improved some functions.

Version 1.0.7 (26 September 2018)

• A bug in pre-model fitting checks fixed.

Version 1.0.8 (15 September 2018)

• A bug in the error messages of pre-model fitting checks for ARDL models fixed.

Version 1.0.9 (21 September 2018)

• A bug in dlm() function fixed.
• More examples added.
• Removed the limitation on the maximum number of lags can be fitted with finiteDLMauto() function.

Version 1.0.12 (29 April 2019)

• ARDL output displays variable names instead of X and Ys.
• Fixed a minor bug in ardlDlm().
• It’s possible to remove intercept from the ARDL and DL models.
• Added the implementation of ARDL bound tests.

Version 1.0.15 (17 July 2019)

• A bug in forecast() function fixed. Now, function works smoothly when the intercept is removed.
• Added a new dataset called wheat.

Version 1.0.17 (13 August 2019)

• An improvement in user interface.
• An new function to implement standard deviation analysis for running correlations.
• Added the CUSUM of squared recursive residuals plot to ARDL bounds testing statibiltiy diagnostics.
• Added the RESET test to ARDL bounds testing diagnostics.
• Enhanced the wheat dataset.

Version 1.0.18 (18 October 2019)

• New goodness-of-fit measures implemented.
• Added full search over all possile model to specify lag orders for ARDL bounds testing.
• Added normality tests for the residuals in ARDL bounds testing.
• Improved the output of ARDL bounds testing.

Version 1.0.19 (24 October 2019)

• Added a warning message.
• Added new explanations to help document.
• Fixed a bug.

Version 1.0.21 (17 January 2020)

• Changed the output structure of DLMs.
• Added straightforward calls to residuals(), coef(), and fitted() functions.
• Added seaLevelTemp and sunspotTemp datasets
• Updated the examples in the documentation.
• Removed “start” argument from rolCorPlot() function which need ts objects now.

Version 1.1.1 (28 February 2020)

• Added citation information.
• Fixed some outputs.
• Fixed minor bugs.

Version 1.1.4 (13 July 2020)

• Fixed the singularity problem with ARDL bounds test under some cases.
• Added the option of running the ARDL bounds test with Newey-West estimator.

Version 1.1.5 (27 January 2021)

• Fixed a minor output issue.

Version 1.1.6 (09 July 2021)

• Added a new dataset called GrainProduction.

Version 1.1.7 (23 February 2022)

• Fixed a bug in forecasting with ARDL models. Appreciate the tesing effort of Dr. Rogério Porto (https://orcid.org/0000-0002-6663-9531) to identify the bug.

Version 1.1.8 (09 May 2022)

• Fixed a bug in forecasting with ARDL models. Appreciate the tesing effort of Mr. Arthur Welle to identify the bug.

Version 1.1.12 (08 August 2023)

• Fixed a bug in forecasting with DLMs. Appreciate the testing effort of Ms Kerryn Hyde and Ms Megan Downie to identify the bug. It does not impact the numerical results from previous versions.
• The argument ‘type’ is added for ardlDlm(), dlm() and finiteDLMauto() functions for R’s functionality. This change has no impact on the functionality of past codes.

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.