Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach


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Documentation for package ‘ardl.nardl’ version 1.2.0

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ardl.nardl-package Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach
ArchTest Import from package 'nardl'
ardl.nardl Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach
ardl_uecm Estimate the ARDL and ARDL Error Correction Model.
auto_case_ardl Obtain the best ARDL model specification and bounds test.
cumsq Import from package 'nardl'
cusum Import from package 'nardl'
dynamac_pkg_bounds_test A function in 'dynamac' package to Perform Pesaran, Shin, and Smith (2001) cointegration test
expectation Inflation Expectation Dataset
fuel_price Time series data from 2000M01 through 2021M03
gets_ardl_uecm General-to-specific approach for the autoregressive distributed lag model
gets_nardl_uecm Parsimonious model for the autoregressive distributed lag model
lagm Lag a matrix
nardl_auto_case Obtain the best NARDL model specification and bounds test.
nardl_uecm Estimate the nonlinear ARDL (NARDL) Error Correction Model
nardl_uecm_sym Short-run symmetry restrictions (SRSR) and the longrun symmetry restrictions (LRSR).
output_ren Rename the coefficient of the nardl_uecm summary output
syg_data Time series data on output and unemployment in Canada, Japan and United States from 1981M01 to 2022M07