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

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Documentation for package ‘ardl.nardl’ version 1.3.0

• DESCRIPTION file.
• Package NEWS.

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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 NARDL model
lagm	Lag a matrix
nardl_auto_case	Obtain the best NARDL model specification and bounds test.
nardl_mdv	A NARDL model with two decomposed variables
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
ssa	data on health expenditure, per capita income and life expectancy in Sub-Saharan countries
syg_data	Time series data on output and unemployment in Canada, Japan and United States from 1981M01 to 2022M07