fcbarbi/ardl: Auto Regressive Distributed Lag time series model

Single equation cointegration to estimate ARDL models with automatic identification of the best model and the cointegration (long-term) relation.

Getting started

Package details

AuthorFernando Barbi [aut,cre]
MaintainerFernando Barbi <fcbarbi@gmail.com>
LicenseGPL (>= 2)
Version0.0.6
URL https://github.com/fcbarbi/ardl
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("fcbarbi/ardl")
fcbarbi/ardl documentation built on May 16, 2019, 12:05 p.m.