Other packages > Find by keyword >

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 27 Oct. 2026.
Previous versions and publish date:
(2026-10-10 10:00), 1.0.2 (2026-03-12 09:40), 1.1.0 (2026-09-30 23:20)
Other packages that cited fbardl R package
View fbardl citation profile
Other R packages that fbardl depends, imports, suggests or enhances
Complete documentation for fbardl
Functions, R codes and Examples using the fbardl R package
Full fbardl package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

usemodels  
Boilerplate Code for 'Tidymodels' Analyses
Code snippets to fit models using the tidymodels framework can be easily created for a given data se ...
Download / Learn more Package Citations See dependency  
SGB  
Simplicial Generalized Beta Regression
Main properties and regression procedures using a generalization of the Dirichlet distribution calle ...
Download / Learn more Package Citations See dependency  
spanish  
Translate Quantities from Strings to Integer and Back. Misc Functions on Spanish Data
Character vector to numerical translation in Euros from Spanish spelled monetary quantities. Reverse ...
Download / Learn more Package Citations See dependency  
exams2learnr  
Interface for 'exams' Exercises in 'learnr' Tutorials
Automatic generation of quizzes or individual questions for 'learnr' tutorials based on 'R/exams' ex ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

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