dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models

While autoregressive distributed lag models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various autoregressive distributed lag models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).

Version: 0.1.4
Depends: R (≥ 3.0.1)
Imports: MASS, lmtest
Suggests: urca, knitr, rmarkdown
Published: 2018-05-09
Author: Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut]
Maintainer: Soren Jordan <sorenjordanpols at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: dynamac results

Downloads:

Reference manual: dynamac.pdf
Vignettes: Vignette Title
Package source: dynamac_0.1.4.tar.gz
Windows binaries: r-devel: dynamac_0.1.4.zip, r-release: dynamac_0.1.4.zip, r-oldrel: dynamac_0.1.4.zip
OS X binaries: r-release: dynamac_0.1.4.tgz, r-oldrel: dynamac_0.1.4.tgz

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