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bootCT
View on CRAN: Click
here
Download and install bootCT package within the R console
Install from CRAN:
install.packages("bootCT")
Install from Github:
library("remotes")
install_github("cran/bootCT")
Install by package version:
library("remotes")
install_version("bootCT", "2.1.0")
Attach the package and use:
library("bootCT")
Maintained by
Gianmarco Vacca
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All associated links for this package
First Published: 2022-03-21
Latest Update: 2024-01-15
Description:
The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - ) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - ). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
How to cite:
Gianmarco Vacca (2022). bootCT: Bootstrapping the ARDL Tests for Cointegration. R package version 2.1.0, https://cran.r-project.org/web/packages/bootCT. Accessed 21 Nov. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for bootCT
Functions, R codes and Examples using
the bootCT R package
Some associated functions: ardl_to_lm . boot_ardl . boot_ardl_c . gen_boot_ardl . ger_macro . ita_macro . lag_mts . sim_vecm_ardl . smk_crit . strip_formula_H0 . strip_formula_UC . summary.bootCT .
Some associated R codes: RcppExports.R . ardl_to_lm.R . boot_ardl.R . gen_boot_ardl.R . ger_macro.R . lag_mts.R . sim_vecm_ardl.R . smk_crit.R . strip_formula_H0.R . strip_formula_UC.R . summary_bootCT.R . Full bootCT package functions and examples
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