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dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models

While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).

Version: 0.1.12
Depends: R (≥ 3.0.1)
Imports: MASS, lmtest
Suggests: urca, knitr, rmarkdown, testthat
Published: 2022-11-17
DOI: 10.32614/CRAN.package.dynamac
Author: Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut]
Maintainer: Soren Jordan <sorenjordanpols at gmail.com>
BugReports: https://github.com/andyphilips/dynamac/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/andyphilips/dynamac/
NeedsCompilation: no
CRAN checks: dynamac results

Documentation:

Reference manual: dynamac.pdf
Vignettes: An Introduction to dynamac: Dynamic Inferences (and Cointegration Testing) from Autoregressive Distributed Lag Models

Downloads:

Package source: dynamac_0.1.12.tar.gz
Windows binaries: r-devel: dynamac_0.1.12.zip, r-release: dynamac_0.1.12.zip, r-oldrel: dynamac_0.1.12.zip
macOS binaries: r-release (arm64): dynamac_0.1.12.tgz, r-oldrel (arm64): dynamac_0.1.12.tgz, r-release (x86_64): dynamac_0.1.12.tgz, r-oldrel (x86_64): dynamac_0.1.12.tgz
Old sources: dynamac archive

Reverse dependencies:

Reverse imports: bootCT
Reverse suggests: ardl.nardl

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.