nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags 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 <[email protected]>
LicenseGPL-3
Version0.1.5
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")

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nardl documentation built on May 8, 2018, 1:04 a.m.