ARDL, ECM and Bounds-Test for Cointegration
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Documentation for package ‘ARDL’ version 0.2.2
Help Pages
| ardl | ARDL model regression |
| ardl.default | ARDL model regression |
| ardl.uecm | ARDL model regression |
| auto_ardl | Automatic ARDL model selection |
| bounds_f_test | Bounds Wald-test for no cointegration |
| bounds_t_test | Bounds t-test for no cointegration |
| coint_eq | Cointegrating equation (long-run level relationship) |
| coint_eq.default | Cointegrating equation (long-run level relationship) |
| coint_eq.recm | Cointegrating equation (long-run level relationship) |
| denmark | The Danish data on money income prices and interest rates |
| multipliers | Multipliers estimation |
| multipliers.ardl | Multipliers estimation |
| multipliers.uecm | Multipliers estimation |
| NT2022 | The UK earnings equation data from Natsiopoulos and Tzeremes (2022) |
| PSS2001 | The UK earnings equation data from Pesaran et al. (2001) |
| recm | Restricted ECM regression |
| uecm | Unrestricted ECM regression |
| uecm.ardl | Unrestricted ECM regression |
| uecm.default | Unrestricted ECM regression |