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kardl
View on CRAN: Click
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Download and install kardl package within the R console
Install from CRAN:
install.packages("kardl")
Install from Github:
library("remotes")
install_github("cran/kardl") Install by package version:
library("remotes")
install_version("kardl", "2.0.6") Attach the package and use:
library("kardl")
Maintained by
Huseyin Karamelikli
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[Scholar Profile | Author Map]
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First Published: 2025-10-09
Latest Update: 2025-10-09
Description:
Implements estimation procedures for Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL (NARDL) models, which allow researchers to investigate both short- and long-run relationships in time series data under mixed orders of integration. The package supports simultaneous modeling of symmetric and asymmetric regressors, flexible treatment of short-run and long-run asymmetries, and automated equation handling. It includes several cointegration testing approaches such as the Pesaran-Shin-Smith F and t bounds tests, the Banerjee error correction test, and the restricted ECM test, together with diagnostic tools including Wald tests for asymmetry, ARCH tests, and stability procedures (CUSUM and CUSUMQ). Methodological foundations are provided in Pesaran, Shin, and Smith (2001) <doi:10.1016/S0304-4076(01)00049-5> and Shin, Yu, and Greenwood-Nimmo (2014, ISBN:9780123855079).
How to cite:
Huseyin Karamelikli (2025). kardl: Make Symmetric and Asymmetric ARDL Estimations. R package version 2.0.6, https://cran.r-project.org/web/packages/kardl. Accessed 03 Oct. 2026.
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