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ARDL
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]
[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. Accessed 13 Mar. 2026.
Previous versions and publish date:
Other packages that cited ARDL R package
View ARDL citation profile
Other R packages that ARDL depends,
imports, suggests or enhances
Complete documentation for ARDL
Functions, R codes and Examples using
the ARDL R package
Some associated functions: ARDL-package . NT2022 . PSS2001 . ardl . auto_ardl . bounds_f_test . bounds_t_test . build_ardl_formula . build_recm_formula . build_uecm_formula . coint_eq . delta_method . denmark . f_bounds_sim . f_test_custom . multipliers . parse_case . parse_formula . parse_order . plot_delay . plot_lr . recm . t_bounds_sim . to_lm . uecm . vcov_custom .
Some associated R codes: ardl-package.R . ardl.R . auto_ardl.R . bounds_test.R . coint_eq.R . crit_val_bounds_sim.R . data.R . delta_method.R . formula_builders.R . helper-functions.R . multipliers.R . parsers.R . plot_delay.R . plot_lr.R . recm.R . to_lm.R . uecm.R . Full ARDL package functions and examples
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