build_uecm_formula

A list containing the formula parts as returned from
<code><a rd-options="" href="/link/parse_formula?package=ARDL&version=0.1.0" data-mini-rdoc="ARDL::parse_formula">parse_formula</a></code>.

parsed_formula

A numeric vector with the underlying ARDL order as returned from
<code><a rd-options="=parse_order" href="/link/parse_order(restriction%20%3D%20FALSE)?package=ARDL&version=0.1.0&to=%3Dparse_order" data-mini-rdoc="=parse_order::parse_order(restriction = FALSE)">parse_order(restriction = FALSE)</a></code>.

order

It creates the UECM (Unrestricted Error Correction Model) specification
according to the given "formula" and the corresponding "order" of the
underlying ARDL.

internal

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.

Kleanthis Natsiopoulos

ARDL

ARDL, ECM and Bounds-Test for Cointegration

Nickolaos Tzeremes

University of Thessaly, Department of Economics 

build_uecm_formula function

A list containing the formula parts as returned from
<code><a rd-options='' href='parse_formula'>parse_formula</a></code>.

A numeric vector with the underlying ARDL order as returned from
<code><a rd-options='=parse_order' href='parse_order(restriction = FALSE)'>parse_order(restriction = FALSE)</a></code>.

build_uecm_formula: UECM formula specification builder

Description

Usage

Arguments

Value

See Also