Package: ARDL 0.2.4

ARDL: ARDL, ECM and Bounds-Test for Cointegration

Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.

Authors:Kleanthis Natsiopoulos [aut, cre], Nickolaos Tzeremes [aut]

ARDL_0.2.4.tar.gz
ARDL_0.2.4.zip(r-4.5)ARDL_0.2.4.zip(r-4.4)ARDL_0.2.4.zip(r-4.3)
ARDL_0.2.4.tgz(r-4.5-any)ARDL_0.2.4.tgz(r-4.4-any)ARDL_0.2.4.tgz(r-4.3-any)
ARDL_0.2.4.tar.gz(r-4.5-noble)ARDL_0.2.4.tar.gz(r-4.4-noble)
ARDL_0.2.4.tgz(r-4.4-emscripten)ARDL_0.2.4.tgz(r-4.3-emscripten)
ARDL.pdf |ARDL.html
ARDL/json (API)
NEWS

# Install 'ARDL' in R:
install.packages('ARDL', repos = c('https://natsiopoulos.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/natsiopoulos/ardl/issues

Datasets:
  • NT2022 - The UK earnings equation data from Natsiopoulos and Tzeremes
  • PSS2001 - The UK earnings equation data from Pesaran et al.
  • denmark - The Danish data on money income prices and interest rates

On CRAN:

Conda:

6.76 score 19 stars 1 packages 86 scripts 2.3k downloads 12 mentions 11 exports 71 dependencies

Last updated 2 years agofrom:0ccbf3213f. Checks:3 OK, 6 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 28 2025
R-4.5-winNOTEMar 28 2025
R-4.5-macNOTEMar 28 2025
R-4.5-linuxNOTEMar 28 2025
R-4.4-winNOTEMar 28 2025
R-4.4-macNOTEMar 28 2025
R-4.4-linuxNOTEMar 28 2025
R-4.3-winOKMar 28 2025
R-4.3-macOKMar 28 2025

Exports:ardlauto_ardlbounds_f_testbounds_t_testcoint_eqmultipliersplot_delayplot_lrrecmto_lmuecm

Dependencies:abindaodbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrdynlmexpmfansifarverFormulagenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmsmmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo