Other packages > Find by keyword >

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. Accessed 10 Mar. 2026.
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)
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

plyr  
Tools for Splitting, Applying and Combining Data
A set of tools that solves a common set of problems: you need to break a big problem down into mana ...
Download / Learn more Package Citations See dependency  
gena  
Genetic Algorithm and Particle Swarm Optimization
Implements genetic algorithm and particle swarm algorithm for real-valued functions. Various modific ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA