| 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 |
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