qardl: Qardl function

In Qardl: Quantile Autoregressive Distributed Lag Model

Qardl function

Description

Qardl function

Usage

qardl(formula, data, maxlag = 4, tau = NULL)

Arguments

formula	y~z1+z2
data	the dataframe
maxlag	maximum lag number
tau	the quantile(s) to be estimated, this is generally a number strictly between 0 and 1

Value

the short-run and the long-run estimated coefficients of the QARDL model

Examples

# Quantile ARDL regression
# load data
data(exampledata)
# Fit the model
reg=qardl(y~z1+z2,exampledata,maxlag=7, tau=0.5)
reg

Qardl documentation built on Jan. 7, 2023, 1:24 a.m.