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 ).


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Reference manual

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install.packages("nardl")

0.1.5 by Taha Zaghdoudi, a year ago


https://github.com/zedtaha/nardl


Report a bug at https://github.com/zedtaha/nardl/issues


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


Authors: Taha Zaghdoudi


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports stats, strucchange, tseries, Formula, gtools

Suggests testthat


See at CRAN