Dynamic Simulation and Testing for Single-Equation ARDL Models

While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 ).


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("dynamac")

0.1.10 by Soren Jordan, a month ago


https://github.com/andyphilips/dynamac/


Report a bug at https://github.com/andyphilips/dynamac/issues


Browse source code at https://github.com/cran/dynamac


Authors: Soren Jordan [aut, cre, cph] , Andrew Q. Philips [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, lmtest

Suggests urca, knitr, rmarkdown, testthat


See at CRAN