ardl | ARDL model regression |
ARDL-package | ARDL: ARDL, ECM and Bounds-Test for Cointegration |
auto_ardl | Automatic ARDL model selection |
bounds_f_test | Bounds Wald-test for no cointegration |
bounds_t_test | Bounds t-test for no cointegration |
build_ardl_formula | ARDL formula specification builder |
build_recm_formula | RECM formula specification builder |
build_uecm_formula | UECM formula specification builder |
coint_eq | Cointegrating equation (long-run level relationship) |
delta_method | Delta method |
denmark | The Danish data on money income prices and interest rates |
f_bounds_sim | Critical value bounds stochastic simulation for Wald... |
f_test_custom | F-test of regression's overall significance |
multipliers | Multipliers estimation |
NT2022 | The UK earnings equation data from Natsiopoulos and Tzeremes... |
parse_case | Case parser |
parse_formula | Formula parser |
parse_order | Order parser |
plot_delay | Create plots for the delay multipliers |
plot_lr | Create plot for the long-run (cointegrating) equation |
PSS2001 | The UK earnings equation data from Pesaran et al. (2001) |
recm | Restricted ECM regression |
t_bounds_sim | Critical value bounds stochastic simulation for t-bounds test... |
to_lm | Convert dynlm model (ardl, uecm, recm) to lm model |
uecm | Unrestricted ECM regression |
vcov_custom | Variance-Covariance matrix of a regression |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.