CRAN/E | nardl

nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

Installation

About

Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 doi:10.1007/978-1-4899-8008-3_9).

github.com/zedtaha/nardl
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Key Metrics

Version 0.1.6
Published 2021-01-06 1211 days ago
Needs compilation? no
License GPL-3
CRAN checks nardl results

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Maintainer

Maintainer

Taha Zaghdoudi

zedtaha@gmail.com

Authors

Taha Zaghdoudi

Material

Reference manual
Package source

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x86_64

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Windows

r-devel

x86_64

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Old Sources

nardl archive

Imports

stats
strucchange
tseries
Formula
gtools
car
MASS

Suggests

testthat

Reverse Depends

dLagM