ARDL: ARDL, ECM and Bounds-Test for Cointegration

Creates complex autoregressive distributed lag (ARDL) models providing just the order and automatically constructs the underlying unrestricted and restricted error correction model (ECM). It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation.

Version: 0.1.0
Depends: R (≥ 3.2.0)
Imports: aod, dplyr, dynlm, lmtest, msm, stringr, zoo
Suggests: qpcR, sandwich, xts
Published: 2020-04-10
Author: Kleanthis Natsiopoulos ORCID iD [aut, cre, dis], Nickolaos Tzeremes ORCID iD [ths], University of Thessaly, Department of Economics [dgg]
Maintainer: Kleanthis Natsiopoulos <klnatsio at>
License: GPL-3
NeedsCompilation: no
Citation: ARDL citation info
Materials: README NEWS
CRAN checks: ARDL results


Reference manual: ARDL.pdf
Package source: ARDL_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: ARDL_0.1.0.tgz, r-oldrel: ARDL_0.1.0.tgz


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