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depscope/cran/ARDL

ARDL

cranv0.2.4

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

License GPL-3strong copyleft0 versions1 maintainers9 deps928 weekly dl
Natsiopoulos/ARDL
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25/25
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6/15
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2/15
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First published · 2023-08-21 09:21:34

Last updated · 2023-08-21T07:02:41+00:00

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