Man pages for ardl.nardl
Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach
| ArchTest | Import from package 'nardl' |
| ardl.nardl-package | Linear and Nonlinear Autoregressive Distributed Lag Models:... |
| ardl_uecm | Estimate the ARDL and ARDL Error Correction Model. |
| auto_case_ardl | Obtain the best ARDL model specification and bounds test. |
| cumsq | Import from package 'nardl' |
| cusum | Import from package 'nardl' |
| dynamac_pkg_bounds_test | A function in 'dynamac' package to Perform Pesaran, Shin, and... |
| expectation | Inflation Expectation Dataset |
| fuel_price | Time series data from 2000M01 through 2021M03 |
| gets_ardl_uecm | General-to-specific approach for the autoregressive... |
| gets_nardl_uecm | Parsimonious NARDL model |
| lagm | Lag a matrix |
| nardl_auto_case | Obtain the best NARDL model specification and bounds test. |
| nardl_mdv | A NARDL model with two decomposed variables |
| nardl_uecm | Estimate the nonlinear ARDL (NARDL) Error Correction Model |
| nardl_uecm_sym | Short-run symmetry restrictions (SRSR) and the longrun... |
| output_ren | Rename the coefficient of the nardl_uecm summary output |
| ssa | data on health expenditure, per capita income and life... |
| syg | Time series data on output and unemployment in Canada, Japan... |
