andyphilips/dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models
While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).
Getting started
Browse package contents
Package details |
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| Author | Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut] |
| Maintainer | Soren Jordan <sorenjordanpols@gmail.com> |
| License | GPL (>=2) |
| Version | 0.1.11 |
| URL | https://github.com/andyphilips/dynamac/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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