Package: ARDL
Type: Package
Title: ARDL, ECM and Bounds-Test for Cointegration
Description: 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>.
Version: 0.2.5
Authors@R: c(
  person("Kleanthis", "Natsiopoulos", 
  email = "klnatsio@gmail.com", role = c("aut", "cre"), 
  comment = c(ORCID = "0000-0003-1180-2984")), 
  person("Nickolaos", "Tzeremes", 
  email = "bus9nt@econ.uth.gr", role = "ths",
  comment = c(ORCID = "0000-0002-6938-3404")),
  person("Daniel", "Finnan", 
  email = "dan@custom-made.org.uk", role = "aut",
  comment = c(ORCID = "0009-0009-7468-5288")))
BugReports: https://github.com/Natsiopoulos/ARDL/issues
License: GPL-3
URL: https://github.com/Natsiopoulos/ARDL
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Suggests: strucchange, tseries, AICcmodavg, sandwich, testthat (>=
        3.0.0)
Imports: aod, dplyr, dynlm, gridExtra, ggplot2, lmtest, msm, stringr,
        zoo, stats
RoxygenNote: 8.0.0
Config/testthat/edition: 3
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://natsiopoulos.r-universe.dev
Date/Publication: 2026-05-10 14:19:26 UTC
RemoteUrl: https://github.com/natsiopoulos/ardl
RemoteRef: HEAD
RemoteSha: 87c0f4a6872e9626218c69f37ce83633cb4acd19
NeedsCompilation: no
Packaged: 2026-06-09 06:16:20 UTC; root
Author: Kleanthis Natsiopoulos [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-1180-2984>),
  Nickolaos Tzeremes [ths] (ORCID:
    <https://orcid.org/0000-0002-6938-3404>),
  Daniel Finnan [aut] (ORCID: <https://orcid.org/0009-0009-7468-5288>)
Maintainer: Kleanthis Natsiopoulos <klnatsio@gmail.com>