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nardl  

Nonlinear Cointegrating Autoregressive Distributed Lag Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nardl", "0.1.6")



Attach the package and use:
library("nardl")
Maintained by
Taha Zaghdoudi
[Scholar Profile | Author Map]
First Published: 2017-07-04
Latest Update: 2021-01-06
Description:
Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).
How to cite:
Taha Zaghdoudi (2017). nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model. R package version 0.1.6, https://cran.r-project.org/web/packages/nardl. Accessed 06 Apr. 2025.
Previous versions and publish date:
0.1.0 (2017-07-04 22:24), 0.1.1 (2018-01-25 15:57), 0.1.2 (2018-02-06 22:20), 0.1.3 (2018-03-04 19:30), 0.1.4 (2018-04-17 16:35), 0.1.5 (2018-05-07 19:03)
Other packages that cited nardl R package
View nardl citation profile
Other R packages that nardl depends, imports, suggests or enhances
Complete documentation for nardl
Functions, R codes and Examples using the nardl R package
Some associated functions: ArchTest . bp2 . cumsq . cusum . fod . nardl . pssbounds . summary.nardl . 
Some associated R codes: helperfunctions_nardl.R . nardl.R . summary.nardl.R .  Full nardl package functions and examples
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