imf_example_data

This is an example data set used for testing purposes.

datasets

Implements estimation procedures for Autoregressive Distributed Lag (ARDL)
and Nonlinear ARDL (NARDL) models, which allow researchers to investigate both
short- and long-run relationships in time series data under mixed orders of integration.
The package supports simultaneous modeling of symmetric and asymmetric regressors,
flexible treatment of short-run and long-run asymmetries, and automated equation handling.
It includes several cointegration testing approaches such as the Pesaran-Shin-Smith F
and t bounds tests, the Banerjee error correction test, and the restricted ECM test,
together with diagnostic tools including Wald tests for asymmetry, ARCH tests, and
stability procedures (CUSUM and CUSUMQ). Methodological foundations are provided in
Pesaran, Shin, and Smith (2001) <doi:10.1016/S0304-4076(01)00049-5> and Shin, Yu, and
Greenwood-Nimmo (2014, ISBN:9780123855079).

Huseyin Karamelikli

kardl

Make Symmetric and Asymmetric ARDL Estimations

Huseyin Utku Demir

imf_example_data function

A data frame with 470 rows and 4 variables:<dl>
 <dt>ER</dt>
<dd>Numeric. Exchange rate of Turkey.</dd> <dt>CPI</dt>
<dd>Numeric. CPI of Turkey.</dd> <dt>PPI</dt>
<dd>Numeric. PPI of Turkey.</dd> <dt>covid</dt>
<dd>Integer.Covid19 dummy variable.</dd>
</dl>

Format

IMF Example Data — imf_example_data

A data frame with 470 rows and 4 variables:<dl>
 <dt>ER</dt>
<dd>Numeric. Exchange rate of Turkey.</dd>

 <dt>CPI</dt>
<dd>Numeric. CPI of Turkey.</dd>

 <dt>PPI</dt>
<dd>Numeric. PPI of Turkey.</dd>

 <dt>covid</dt>
<dd>Integer.Covid19 dummy variable.</dd>


</dl>

imf_example_data: IMF Example Data

Description

Usage

Arguments

Format

Details

See Also

Examples