nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

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 ).

Reference manual

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install.packages("nardl")

0.1.6 by Taha Zaghdoudi, 6 years 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  

GPL-3 license

Imports stats, strucchange, tseries, Formula, gtools, car, MASS

Suggests testthat

Imported by DWaveNARDL, ardl.nardl.

Depended on by dLagM.

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