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mvardlurt  

Multivariate ARDL Unit Root Test
View on CRAN: Click here


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

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

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



Attach the package and use:
library("mvardlurt")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-16
Latest Update: 2026-03-16
Description:
Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.
How to cite:
Muhammad Alkhalaf (2026). mvardlurt: Multivariate ARDL Unit Root Test. R package version 1.0.2, https://cran.r-project.org/web/packages/mvardlurt. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-10-01 10:30), 1.0.2 (2026-03-16 16:50)
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Complete documentation for mvardlurt
Functions, R codes and Examples using the mvardlurt R package
Full mvardlurt package functions and examples
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