nardl
cranv0.1.6Nonlinear 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>).
License GPL-3strong copyleft0 versions1 maintainers7 deps258 weekly dl
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curl https://depscope.dev/api/check/cran/nardlFirst published · 2021-01-06 19:08:47
Last updated · 2021-01-06T17:20:02+00:00