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Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).
| Version: | 0.1.6 |
| Imports: | stats, strucchange, tseries, Formula, gtools, car, MASS |
| Suggests: | testthat |
| Published: | 2021-01-06 |
| DOI: | 10.32614/CRAN.package.nardl |
| Author: | Taha Zaghdoudi |
| Maintainer: | Taha Zaghdoudi <zedtaha at gmail.com> |
| BugReports: | https://github.com/zedtaha/nardl/issues |
| License: | GPL-3 |
| URL: | https://github.com/zedtaha/nardl |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | nardl results |
| Reference manual: | nardl.pdf |
| Package source: | nardl_0.1.6.tar.gz |
| Windows binaries: | r-devel: nardl_0.1.6.zip, r-release: nardl_0.1.6.zip, r-oldrel: nardl_0.1.6.zip |
| macOS binaries: | r-release (arm64): nardl_0.1.6.tgz, r-oldrel (arm64): nardl_0.1.6.tgz, r-release (x86_64): nardl_0.1.6.tgz, r-oldrel (x86_64): nardl_0.1.6.tgz |
| Old sources: | nardl archive |
| Reverse depends: | dLagM |
| Reverse imports: | ardl.nardl |
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