Man pages for ARDL
ARDL, ECM and Bounds-Test for Cointegration
| 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 |
