nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model (original) (raw)
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 |
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| 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 |
| BugReports: | https://github.com/zedtaha/nardl/issues |
| License: | GPL-3 |
| URL: | https://github.com/zedtaha/nardl |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | nardl results |
Documentation:
| Reference manual: | nardl.html , <nardl.pdf> |
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Downloads:
| Package source: | nardl_0.1.6.tar.gz |
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| Windows binaries: | r-devel: nardl_0.1.6.zip, r-release: nardl_0.1.6.zip, r-oldrel: nardl_0.1.6.zip |
| 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 |
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| Reverse imports: | ardl.nardl, DWaveNARDL |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=nardlto link to this page.