ARDL, ECM and Bounds-Test for Cointegration. Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.61
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curl https://depscope.dev/api/check/cran/ARDLFirst published · 2023-08-21 09:21:34
Last updated · 2023-08-21T07:02:41+00:00