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 ).


Reference manual

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0.1.11 by Soren Jordan, a year ago


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