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DESCRIPTION
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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: 0.2.4
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 = "aut",
comment = c(ORCID = "0000-0002-6938-3404")))
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,
qpcR,
sandwich,
testthat (>= 3.0.0)
Imports:
aod,
dplyr,
dynlm,
gridExtra,
ggplot2,
lmtest,
msm,
stringr,
zoo
RoxygenNote: 7.2.3
Config/testthat/edition: 3