ARDL

ARDL-package

<img src="figures/logo.png?package=ARDL&version=0.1.0" align="right" alt="logo" width="120">
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) &lt;doi:10.1002/jae.616&gt; and provides the multipliers and the cointegrating
 equation.

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, ECM and Bounds-Test for Cointegration

Nickolaos Tzeremes

University of Thessaly, Department of Economics 

ARDL-package function

<img src='figures/logo.png' align='right' alt='logo' width='120' />
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) &lt;doi:10.1002/jae.616&gt; and provides the multipliers and the cointegrating
 equation.

ARDL-package: ARDL: ARDL, ECM and Bounds-Test for Cointegration

Description

Arguments

See Also