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Documentation update. Add DOI, references and citation for the public…
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…ation in JAE
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Natsiopoulos committed Jun 28, 2022
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2 changes: 2 additions & 0 deletions .Rbuildignore
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^README\.Rmd$
^cran-comments\.md$
^CRAN-RELEASE$
^LICENSE$
^JOSS-paper$
17 changes: 10 additions & 7 deletions 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
providing just the order and automatically constructs the underlying
unrestricted and restricted error correction model (ECM). 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.
Version: 0.1.1
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: 0.2.0
Authors@R: c(
person("Kleanthis", "Natsiopoulos",
email = "klnatsio@gmail.com", role = c("aut", "cre"),
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msm,
stringr,
zoo
RoxygenNote: 7.1.0
RoxygenNote: 7.2.0
84 changes: 47 additions & 37 deletions NEWS.md
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# ARDL 0.1.1

### New features

* The `multipliers()` function now supports the calculation of short-run and
interim multipliers.

### Documentation improvements

* Corrected the example about the `search_type` argument in the help file of
`auto_ardl()`.

* Minor correction in the help file of `auto_ardl()`.

* Corrected the mathematical formula of the Long-Run multipliers in the help
file of `multipliers()`.

* Corrected the mathematical formula of the bounds F-test in the help file of
`bounds_f_test()`.

* Added the mathematical formulas of the short-run and interim multipliers in
the help file of `multipliers()`.

* Properly changed the citation info in the `CITATION`, `ardl-package.R` and
`DESCRIPTION` files.

* Changed the designer's contact info in the logo.

* Added a small example about short-run multipliers in the `README.md` file.

* Corrected the release date of version 0.1.0 in the `NEWS.md` file.

---

# ARDL 0.1.0 (10 Apr 2020)

## Released to CRAN
# ARDL 0.2.0

### Documentation update

* Add DOI and references of the publication where the package is used and
successfully replicates the results of the methodology it implements, in the
`DESCRIPTION` and `README.Rmd` files.

* Properly changed the citation info in the `CITATION` and `ardl-package.R`files.

# ARDL 0.1.1

### New features

* The `multipliers()` function now supports the calculation of short-run and
interim multipliers.

### Documentation improvements

* Corrected the example about the `search_type` argument in the help file of
`auto_ardl()`.

* Minor correction in the help file of `auto_ardl()`.

* Corrected the mathematical formula of the Long-Run multipliers in the help
file of `multipliers()`.

* Corrected the mathematical formula of the bounds F-test in the help file of
`bounds_f_test()`.

* Added the mathematical formulas of the short-run and interim multipliers in
the help file of `multipliers()`.

* Properly changed the citation info in the `CITATION`, `ardl-package.R` and
`DESCRIPTION` files.

* Changed the designer's contact info in the logo.

* Added a small example about short-run multipliers in the `README.md` file.

* Corrected the release date of version 0.1.0 in the `NEWS.md` file.

---

# ARDL 0.1.0 (10 Apr 2020)

## Released to CRAN
50 changes: 26 additions & 24 deletions R/ardl-package.R
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#' ARDL: ARDL, ECM and Bounds-Test for Cointegration
"_PACKAGE"

#'
#' @keywords internal
#' @docType package
#' @name ARDL-package
#'
#' @importFrom dplyr %>%
#' @importFrom zoo merge.zoo
#'
# no visible binding for global variable '.' (solution line)
globalVariables(c("."))

.onAttach <- function(libname, pkgname) {
local_version = paste("R package version", utils::packageVersion('ARDL'))
year <- sub("-.*", "", utils::packageDate('ARDL'))
packageStartupMessage('To cite ARDL in publications use:
\nKleanthis Natsiopoulos and Nickolaos Tzeremes (',
year,
'). ARDL: ARDL, ECM and Bounds-Test for Cointegration. ',
local_version,
'. https://CRAN.R-project.org/package=ARDL')
}
#' ARDL: ARDL, ECM and Bounds-Test for Cointegration
"_PACKAGE"

#'
#' @keywords internal
#' @docType package
#' @name ARDL-package
#'
#' @importFrom dplyr %>%
#' @importFrom zoo merge.zoo
#'
# no visible binding for global variable '.' (solution line)
globalVariables(c("."))

.onAttach <- function(libname, pkgname) {
# local_version = paste("R package version", utils::packageVersion('ARDL'))
# year <- sub("-.*", "", utils::packageDate('ARDL'))
# packageStartupMessage('To cite ARDL in publications use:
# \nKleanthis Natsiopoulos and Nickolaos Tzeremes (',
# year,
# '). ARDL: ARDL, ECM and Bounds-Test for Cointegration. ',
# local_version,
# '. https://CRAN.R-project.org/package=ARDL')
packageStartupMessage('To cite ARDL in publications use:
\nKleanthis Natsiopoulos and Nickolaos G. Tzeremes (2022). "ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R", Journal of Applied Econometrics, https://doi.org/10.1002/jae.2919')
}
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