strip_formula_UC

Removes the unlagged differences imposed under the conditional ARDL model

internal

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Gianmarco Vacca

bootCT

Bootstrapping the ARDL Tests for Cointegration

strip_formula_UC function

<dl><dt>formula.ardl</dt>
<dd>the ARDL formula object</dd>
<dt>case</dt>
<dd>ARDL model case for the treatment of intercept and trend</dd>
<dt>d</dt>
<dd>number of variables</dd></dl>

Arguments

Removes the unlagged differences imposed under the conditional ARDL model — strip_formula_UC

<dl>

<dt>formula.ardl</dt>
<dd>the ARDL formula object</dd>


<dt>case</dt>
<dd>ARDL model case for the treatment of intercept and trend</dd>


<dt>d</dt>
<dd>number of variables</dd>

</dl>

strip_formula_UC: Removes the unlagged differences imposed under the conditional ARDL model

Description

Usage

Arguments