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dynamac  

Dynamic Simulation and Testing for Single-Equation ARDL Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("dynamac", "0.1.12")



Attach the package and use:
library("dynamac")
Maintained by
Soren Jordan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-05-09
Latest Update: 2022-11-17
Description:
While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 ).
How to cite:
Soren Jordan (2018). dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models. R package version 0.1.12, https://cran.r-project.org/web/packages/dynamac. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.1.4 (2018-05-09 10:45), 0.1.5 (2018-12-08 16:00), 0.1.6 (2018-12-14 00:12), 0.1.7 (2019-02-28 06:50), 0.1.8 (2019-04-09 23:36), 0.1.9 (2019-09-27 17:10), 0.1.10 (2019-11-07 12:00), 0.1.11 (2020-04-03 17:40)
Other packages that cited dynamac R package
View dynamac citation profile
Other R packages that dynamac depends, imports, suggests or enhances
Complete documentation for dynamac
Functions, R codes and Examples using the dynamac R package
Some associated functions: dshift . dynamac-deprecated . dynardl.all.plots . dynardl.auto.correlated . dynardl . dynardl.simulation.plot . france.data . ineq . ldshift . lshift . pssbounds . summary.dynardl . supreme.sup . 
Some associated R codes: dynamac.R .  Full dynamac package functions and examples
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