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nardl (version 0.1.5)

Nonlinear Cointegrating Autoregressive Distributed Lag Model

Description

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).

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Install

install.packages('nardl')

Monthly Downloads

920

Version

0.1.5

License

GPL-3

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Repository

https://github.com/zedtaha/nardl

Maintainer

Zaghdoudi Taha

Last Published

May 7th, 2018

Functions in nardl (0.1.5)

fod

Indian yearly data of inflation rate and percentage food import to total import

ArchTest

ARCH test

Nardl-package

Nonlinear Cointegrating Autoregressive Distributed Lag Model

pssbounds

summary.nardl

Summary of a nardl model

nardl

Nonlinear ARDL function

bp2

LM test for serial correlation

plotmplier

Dynamic multiplier plot