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 <doi:10.1007/978-1-4899-8008-3_9>).

Version: 0.1.6
Imports: stats, strucchange, tseries, Formula, gtools, car, MASS
Suggests: testthat
Published: 2021-01-06
DOI: 10.32614/CRAN.package.nardl
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: nardl results


Reference manual: nardl.pdf


Package source: nardl_0.1.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nardl_0.1.6.tgz, r-oldrel (arm64): nardl_0.1.6.tgz, r-release (x86_64): nardl_0.1.6.tgz, r-oldrel (x86_64): nardl_0.1.6.tgz
Old sources: nardl archive

Reverse dependencies:

Reverse depends: dLagM
Reverse imports: ardl.nardl


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