andyphilips/pss: Perform bounds test for cointegration and perform dynamic simulations.
Provides the critical values of the Pesaran, Shin, and Smith (2001) bounds test for cointegration. Also creates dynamic simulations of the resulting ARDL models (IN PROGRESS).
Getting started
Browse package contents
Package details |
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| Maintainer | Soren Jordan <sorenjordanpols@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.3.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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