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mvardlurt: Multivariate ARDL Unit Root Test

Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.

Version: 1.0.2
Depends: R (≥ 4.0.0)
Imports: grDevices, graphics, stats, utils
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2026-03-16
DOI: 10.32614/CRAN.package.mvardlurt
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph]
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/mvardlurt/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/mvardlurt
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: mvardlurt results

Documentation:

Reference manual: mvardlurt.html , mvardlurt.pdf

Downloads:

Package source: mvardlurt_1.0.2.tar.gz
Windows binaries: r-devel: mvardlurt_1.0.2.zip, r-release: mvardlurt_1.0.2.zip, r-oldrel: mvardlurt_1.0.2.zip
macOS binaries: r-release (arm64): mvardlurt_1.0.2.tgz, r-oldrel (arm64): mvardlurt_1.0.2.tgz, r-release (x86_64): mvardlurt_1.0.2.tgz, r-oldrel (x86_64): mvardlurt_1.0.2.tgz

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.