Package: ardl.nardl 1.3.0
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.
Authors:
ardl.nardl_1.3.0.tar.gz
ardl.nardl_1.3.0.zip(r-4.5)ardl.nardl_1.3.0.zip(r-4.4)ardl.nardl_1.3.0.zip(r-4.3)
ardl.nardl_1.3.0.tgz(r-4.4-any)ardl.nardl_1.3.0.tgz(r-4.3-any)
ardl.nardl_1.3.0.tar.gz(r-4.5-noble)ardl.nardl_1.3.0.tar.gz(r-4.4-noble)
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ardl.nardl.pdf |ardl.nardl.html✨
ardl.nardl/json (API)
NEWS
| # Install 'ardl.nardl' in R: |
| install.packages('ardl.nardl', repos = c('https://eiotoakhia.r-universe.dev', 'https://cloud.r-project.org')) |
- expectation - Inflation Expectation Dataset
- fuel_price - Time series data from 2000M01 through 2021M03
- ssa - Data on health expenditure, per capita income and life expectancy in Sub-Saharan countries
- syg_data - Time series data on output and unemployment in Canada, Japan and United States from 1981M01 to 2022M07
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 months agofrom:ec961fa1e8. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win | OK | Oct 27 2024 |
| R-4.5-linux | OK | Oct 27 2024 |
| R-4.4-win | OK | Oct 27 2024 |
| R-4.4-mac | OK | Oct 27 2024 |
| R-4.3-win | OK | Oct 27 2024 |
| R-4.3-mac | OK | Oct 27 2024 |
Exports:ardl_uecmauto_case_ardldynamac_pkg_bounds_testgets_ardl_uecmgets_nardl_uecmlagmnardl_auto_casenardl_mdvnardl_uecmnardl_uecm_symoutput_ren
Dependencies:abindaskpassbackportsbootbroomcarcarDataclicolorspacecowplotcpp11curldata.tableDerivdoBydplyrfansifarverFormulagenericsgetsggplot2gluegtablegtoolshttrisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkmimeminqamodelrmunsellnardlnlmenloptrnnetnumDerivopensslpbkrtestpillarpkgconfigplyrpurrrquadprogquantmodquantregR6RColorBrewerRcppRcppEigenrlangrlistsandwichscalesSparseMstringistringrstrucchangesurvivalsystexregtibbletidyrtidyselecttseriesTTRutf8vctrsviridisLitewithrXMLxtsyamlzoo
