nardl (version 0.1.6)

Nonlinear Cointegrating Autoregressive Distributed Lag Model

Description

Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).

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Install

install.packages('nardl')

Monthly Downloads

920

Version

0.1.6

License

GPL-3

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Repository

https://github.com/zedtaha/nardl

Maintainer

Zaghdoudi Taha

Last Published

January 6th, 2021

Functions in nardl (0.1.6)

bp2

LM test for serial correlation

nardl

Nonlinear ARDL function

summary.nardl

Summary of a nardl model

fod

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