While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).
| Version: | 0.1.11 |
| Depends: | R (≥ 3.0.1) |
| Imports: | MASS, lmtest |
| Suggests: | urca, knitr, rmarkdown, testthat |
| Published: | 2020-04-03 |
| Author: | Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut] |
| Maintainer: | Soren Jordan <sorenjordanpols at gmail.com> |
| BugReports: | https://github.com/andyphilips/dynamac/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/andyphilips/dynamac/ |
| NeedsCompilation: | no |
| CRAN checks: | dynamac results |
| Reference manual: | dynamac.pdf |
| Vignettes: |
dynamac Vignette |
| Package source: | dynamac_0.1.11.tar.gz |
| Windows binaries: | r-devel: dynamac_0.1.11.zip, r-release: dynamac_0.1.11.zip, r-oldrel: dynamac_0.1.11.zip |
| macOS binaries: | r-release (arm64): dynamac_0.1.11.tgz, r-oldrel (arm64): dynamac_0.1.11.tgz, r-release (x86_64): dynamac_0.1.11.tgz, r-oldrel (x86_64): dynamac_0.1.11.tgz |
| Old sources: | dynamac archive |
| Reverse imports: | bootCT |
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