Learn R Programming

Qardl (version 0.1.1)

Quantile Autoregressive Distributed Lag Model

Description

Compute the quantile autoregressive distributed lag model of Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol,(2015) and the short and long-run wald tests.

Copy Link

Version

Install

install.packages('Qardl')

Monthly Downloads

19

Version

0.1.1

License

GPL (>= 2)

Maintainer

Zaghdoudi Taha

Last Published

January 6th, 2023

Functions in Qardl (0.1.1)

summary.qardl

Summary of a ardl model
BICC

Function BIC
lags

Function lags: lagged matrix
nlagm

Function nlagm: lagged matrix
matsplitter

Function matsplitter
mlags

Function mlags: lagged matrix
exampledata

The example data set
hyptest

hyptest function
lagm

Function lagm: lagged matrix
nlagm1

Function nlagm1: lagged matrix
qardl

Qardl function
summary.hyptest

Summary of a hyptest
wtestlsr

Function wtelslsr gamma and phi
wtestlr

Function wtelslr beta