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ARDL  

ARDL, ECM and Bounds-Test for Cointegration
View on CRAN: Click here


Download and install ARDL package within the R console
Install from CRAN:
install.packages("ARDL")

Install from Github:
library("remotes")
install_github("cran/ARDL")

Install by package version:
library("remotes")
install_version("ARDL", "0.2.4")



Attach the package and use:
library("ARDL")
Maintained by
Kleanthis Natsiopoulos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-10
Latest Update: 2023-08-21
Description:
Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) .
How to cite:
Kleanthis Natsiopoulos (2020). ARDL: ARDL, ECM and Bounds-Test for Cointegration. R package version 0.2.4, https://cran.r-project.org/web/packages/ARDL
Previous versions and publish date:
0.1.0 (2020-04-10 12:10), 0.1.1 (2021-01-10 16:20), 0.2.0 (2022-06-29 08:50), 0.2.1 (2022-11-19 00:20), 0.2.2 (2023-02-09 14:50), 0.2.3 (2023-05-16 14:36)
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