nardl: 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>).

Getting started

Package details

AuthorTaha Zaghdoudi
MaintainerTaha Zaghdoudi <zedtaha@gmail.com>
LicenseGPL-3
Version0.1.6
URL https://github.com/zedtaha/nardl
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nardl")

Try the nardl package in your browser

Any scripts or data that you put into this service are public.

nardl documentation built on Jan. 7, 2021, 1:06 a.m.