nardl

cranv0.1.6

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>).

License GPL-3strong copyleft0 versions1 maintainers7 deps258 weekly dl
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First published · 2021-01-06 19:08:47

Last updated · 2021-01-06T17:20:02+00:00