Qardl (version 0.1.1)

qardl: Qardl function

Description

Qardl function

Usage

qardl(formula, data, maxlag = 4, tau = NULL)

Value

the short-run and the long-run estimated coefficients of the QARDL model

Arguments

formula

y~z1+z2

data

the dataframe

maxlag

maximum lag number

tau

the quantile(s) to be estimated, this is generally a number strictly between 0 and 1

Examples

# Quantile ARDL regression
# load data
data(exampledata)
# Fit the model
reg=qardl(y~z1+z2,exampledata,maxlag=7, tau=0.5)
reg