Description Usage Arguments Details Value References See Also Examples
Generates an Auto Regressive Distributed Lag (ARDL) model based on the number of lags of y and x.
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formula 
Formula as in 
data 
A dataframe or time referenced object with data in columns. 
subset 
(optional) Filter rows from the dataframe. Defaults to 
ylag 
(optional) Defaults to 1. Maximum lag of the dependent variable. Must be 1 or more. 
xlag 
(optional) Defaults to 1. Vector of the maximum lag for each of the lagging component. Must be 0 or more. Note that if omitted the regressors have lag 1. 
case 
(optional) Defaults to 3 (intercept + no trend). We use the same table of cases as Pesaran2001 the options are:

quiet 
(optional) Defaults to 
Saves an ardl
object with all results to be print()
, summary()
or coint()
.
An object of class ardl
.
Pesaran, M.H. and Shin, Yongcheol (1999) An Autoregressive DistributedLag Modelling Approach to Cointegration Analysis. Econometrics and Economic Theory in the 20th Century. Cambridge University Press.
Pesaran, M.H. and Shin, Yongcheol and Smith, Richard (2001) Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics.
Hassler, Uwe and Wolters, Jürgen (2005) Autoregressive distributed lag models and cointegration. Discussion Papers.
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