ARDL, ECM and Bounds-Test for Cointegration


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Documentation for package ‘ARDL’ version 0.1.1

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ardl 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
recm Restricted ECM regression
uecm Unrestricted ECM regression
uecm.ardl Unrestricted ECM regression
uecm.default Unrestricted ECM regression