Nonlinear Cointegrating Autoregressive Distributed Lag Model

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 ).


Reference manual

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0.1.5 by Taha Zaghdoudi, 2 years ago

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Authors: Taha Zaghdoudi

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports stats, strucchange, tseries, Formula, gtools

Suggests testthat

Depended on by dLagM.

See at CRAN