The data frame <code>fod</code> contains the following variables:<ul>
<li>food: percentage food import to total import</li>
<li>inf: inflation rate</li>
<li>year: the year</li>
</ul>

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 <doi:10.1007/978-1-4899-8008-3_9>).

Zaghdoudi Taha

nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

fod function

A data frame with 54 rows and 2 variables

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

Description

Usage

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