Package: ardl.nardl
Type: Package
Title: Linear and Nonlinear Autoregressive Distributed Lag Models
Version: 1.0.1
Date: 2022-10-20
Authors@R: 
      c(person("Eric I.", "Otoakhia", role = c("aut", "cre"), email = "otoakhiai@gmail.com"))
Description: Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.
Maintainer: Eric I. Otoakhia <otoakhiai@gmail.com>
Author: Eric I. Otoakhia [aut, cre]
Contact: <otoakhiai@gmail.com>
License: GPL (>= 2)
Depends: R(>= 3.5.0)
Suggests: dynamac(>= 0.1.11)
Imports: graphics(>= 4.2.1), dplyr(>= 1.0.10), rlist(>= 0.4.6.2),
        nardl(>= 0.1.6), stats(>= 4.2.1), car(>= 3.1-1), lmtest(>=
        0.9-38), texreg(>= 1.38.6), stringr(>= 1.4.0), tseries(>=
        0.10-51)
LazyData: true
Packaged: 2022-11-03 08:43:30 UTC; dell
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2022-11-04 09:20:02 UTC
