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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
Link to current version
Version
Version
0.1.1
0.1.0
Install
install.packages('Qardl')
Monthly Downloads
20
Version
0.1.1
License
GPL (>= 2)
Maintainer
Zaghdoudi Taha
Last Published
January 6th, 2023
Functions in Qardl (0.1.1)
Search all functions
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
