ARDL, ECM and Bounds-Test for Cointegration

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Documentation for package ‘ARDL’ version 0.2.4

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ardl ARDL model regression
ardl.default ARDL model regression
ardl.uecm ARDL model regression
auto_ardl Automatic ARDL model selection
bounds_f_test Bounds Wald-test for no cointegration
bounds_t_test Bounds t-test for no cointegration
coint_eq Cointegrating equation (long-run level relationship)
coint_eq.default Cointegrating equation (long-run level relationship)
coint_eq.recm Cointegrating equation (long-run level relationship)
denmark The Danish data on money income prices and interest rates
multipliers Multipliers estimation
multipliers.ardl Multipliers estimation
multipliers.uecm Multipliers estimation
NT2022 The UK earnings equation data from Natsiopoulos and Tzeremes (2022)
plot_delay Create plots for the delay multipliers
plot_lr Create plot for the long-run (cointegrating) equation
PSS2001 The UK earnings equation data from Pesaran et al. (2001)
recm Restricted ECM regression
to_lm Convert dynlm model (ardl, uecm, recm) to lm model
uecm Unrestricted ECM regression
uecm.ardl Unrestricted ECM regression
uecm.default Unrestricted ECM regression