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fbardl  

Fourier Bootstrap ARDL Cointegration Test
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fbardl", "1.0.2")



Attach the package and use:
library("fbardl")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-12
Latest Update: 2026-03-12
Description:
Implements the Fourier Bootstrap Autoregressive Distributed Lag (FBARDL) bounds testing approach for cointegration analysis. Combines the Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616> ARDL bounds testing framework with Fourier terms to capture structural breaks following Yilanci, Bozoklu & Gorus (2020) <doi:10.1080/00036846.2019.1686454>, and bootstrap critical values based on McNown, Sam & Goh (2018) <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca & Zoia (2022) <doi:10.1016/j.econmod.2022.105987>. Features include automatic lag selection via AIC/BIC, optimal Fourier frequency selection by minimum SSR, long-run and short-run coefficient estimation, diagnostic tests, and dynamic multiplier analysis.
How to cite:
Muhammad Alkhalaf (2026). fbardl: Fourier Bootstrap ARDL Cointegration Test. R package version 1.0.2, https://cran.r-project.org/web/packages/fbardl. Accessed 06 Oct. 2026.
Previous versions and publish date:
(2026-09-30 23:21), 1.0.2 (2026-03-12 09:40)
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Full fbardl package functions and examples
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