Dynamic Simulation and Testing for Single-Equation ARDL Models


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Documentation for package ‘dynamac’ version 0.1.12

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dshift Take first difference of a series
dynardl Estimate and simulate ARDL model
dynardl.all.plots Combine all of the potential plots of a simulated response in a 'dynardl' model
dynardl.auto.correlated Run a variety of autocorrelation tests on the residuals from a 'dynardl' model
dynardl.simulation.plot Create a plot of a simulated response in a 'dynardl' model
france.data Data on French Energy Consumption and GDP
ineq Data on public concern about economic inequality
ldshift Take the lagged first difference of a series
lshift Take lag transformation of a series
pssbounds Perform Pesaran, Shin, and Smith (2001) cointegration test
summary.dynardl Enable summary calls to 'dynardl' model objects
supreme.sup Data on US Supreme Court Approval