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DWaveNARDL  

Dual Wavelet Based NARDL Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("DWaveNARDL", "0.1.0")



Attach the package and use:
library("DWaveNARDL")
Maintained by
Md Yeasin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-30
Latest Update: 2025-04-30
Description:
Dual Wavelet based Nonlinear Autoregressive Distributed Lag model has been developed for noisy time series analysis. This package is designed to capture both short-run and long-run relationships in time series data, while incorporating wavelet transformations. The methodology combines the NARDL model with wavelet decomposition to better capture the nonlinear dynamics of the series and exogenous variables. The package is useful for analyzing economic and financial time series data that exhibit both long-term trends and short-term fluctuations. This package has been developed using algorithm of Jammazi et al. <doi:10.1016/j.intfin.2014.11.011>.
How to cite:
Md Yeasin (2025). DWaveNARDL: Dual Wavelet Based NARDL Model. R package version 0.1.0, https://cran.r-project.org/web/packages/DWaveNARDL. Accessed 28 Oct. 2026.
Previous versions and publish date:
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Complete documentation for DWaveNARDL
Functions, R codes and Examples using the DWaveNARDL R package
Full DWaveNARDL package functions and examples
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