nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model
Version 0.1.2

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 ).

Getting started

Package details

AuthorTaha Zaghdoudi
Date of publication2018-02-06 21:20:15 UTC
MaintainerTaha Zaghdoudi <[email protected]>
LicenseGPL-3
Version0.1.2
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 Feb. 9, 2018, 6:08 a.m.